+186.3%
GE vs SPMO
+572.4%
-386.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.1% |
| 7D | -1.6% | +2.0% | -3.6% | -3.1% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | +3.0% | -1.9% | +4.9% | +2.9% |
| 6M | -0.5% | +25.0% | -25.6% | -18.7% |
| YTD | +9.7% | +26.0% | -16.3% | -10.8% |
| 1Y | +20.0% | +28.7% | -8.6% | -4.1% |
| 3Y | +275.8% | +160.9% | +114.9% | +72.5% |
| 5Y | +429.1% | +147.9% | +281.2% | +152.5% |
| 10Y | +151.2% | +518.9% | -367.8% | -26.8% |
| All | +186.3% | +572.4% | -386.1% | -18.9% |
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