+3,873.1%
FIX vs SPMO
+484.3%
+3,388.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.4% | +5.0% | +4.4% |
| 7D | -7.2% | -1.9% | -5.3% | -4.4% |
| 30D | -35.1% | -14.1% | -21.0% | -22.1% |
| 3M | -34.3% | -13.1% | -21.2% | -21.8% |
| 6M | -42.9% | -9.4% | -33.5% | -34.3% |
| YTD | +19.5% | +9.5% | +9.9% | +13.5% |
| 1Y | +16.8% | +10.5% | +6.3% | +10.6% |
| 3Y | +506.7% | +124.4% | +382.3% | +214.8% |
| 5Y | +1,046.7% | +110.5% | +936.2% | +528.1% |
| 10Y | +3,800.0% | +450.3% | +3,349.7% | +1,056.0% |
| All | +3,873.1% | +484.3% | +3,388.8% | +1,043.7% |
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