+5,647.3%
FIX vs SPMO
+572.4%
+5,074.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.2% |
| 7D | +6.0% | +2.0% | +4.0% | +3.7% |
| 30D | -7.2% | -0.4% | -6.9% | -6.6% |
| 3M | -15.9% | -1.9% | -14.0% | -12.8% |
| 6M | +12.7% | +25.0% | -12.3% | -9.3% |
| YTD | +72.8% | +26.0% | +46.8% | +38.5% |
| 1Y | +122.9% | +28.7% | +94.2% | +76.8% |
| 3Y | +774.3% | +160.9% | +613.4% | +279.0% |
| 5Y | +2,049.5% | +147.9% | +1,901.6% | +874.5% |
| 10Y | +5,821.5% | +518.9% | +5,302.5% | +1,387.4% |
| All | +5,647.3% | +572.4% | +5,074.9% | +1,294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling