+422.4%
GE vs SPMO
+145.0%
+277.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +1.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -11.9% | -0.7% | -11.2% | -11.6% |
| 3M | +1.8% | +2.8% | -1.0% | -2.8% |
| 6M | -0.6% | +24.4% | -25.0% | -21.9% |
| YTD | +5.5% | +24.2% | -18.7% | -16.9% |
| 1Y | +15.0% | +24.5% | -9.5% | -9.8% |
| 3Y | +269.5% | +155.6% | +114.0% | +42.9% |
| 5Y | +422.4% | +148.2% | +274.3% | +107.8% |
| All | +422.4% | +145.0% | +277.5% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling