+65.7%
HYG vs SPMO
+566.1%
-500.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -0.7% | -1.9% | +1.2% | -0.3% |
| 3M | -0.2% | -1.4% | +1.2% | -0.3% |
| 6M | +1.4% | +25.5% | -24.1% | -5.0% |
| YTD | +1.5% | +24.8% | -23.4% | -4.9% |
| 1Y | +2.9% | +24.5% | -21.6% | -3.6% |
| 3Y | +25.6% | +157.1% | -131.5% | -4.7% |
| 5Y | +18.6% | +149.5% | -130.9% | -10.1% |
| 10Y | +55.7% | +518.1% | -462.3% | -2.5% |
| All | +65.7% | +566.1% | -500.4% | +3.1% |
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