+632.4%
GEV vs SPMO
+86.9%
+545.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +2.8% |
| 7D | +1.6% | -0.9% | +2.6% | +3.1% |
| 30D | -7.9% | -1.9% | -6.0% | -5.1% |
| 3M | +5.6% | -1.4% | +7.0% | +7.8% |
| 6M | +13.1% | +25.5% | -12.4% | -22.0% |
| YTD | +46.7% | +24.8% | +21.9% | +2.2% |
| 1Y | +51.3% | +24.5% | +26.8% | +6.8% |
| All | +632.4% | +86.9% | +545.5% | +204.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling