+156.0%
IBM vs SPMO
+572.4%
-416.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.8% |
| 7D | -0.3% | +2.0% | -2.3% | -1.4% |
| 30D | +0.3% | -0.4% | +0.6% | +0.4% |
| 3M | -21.6% | -1.9% | -19.7% | -22.5% |
| 6M | -4.7% | +25.0% | -29.7% | -19.3% |
| YTD | -19.1% | +26.0% | -45.1% | -31.7% |
| 1Y | -2.5% | +28.7% | -31.2% | -18.8% |
| 3Y | +74.2% | +160.9% | -86.8% | -8.3% |
| 5Y | +113.1% | +147.9% | -34.8% | +14.7% |
| 10Y | +133.5% | +518.9% | -385.4% | -24.1% |
| All | +156.0% | +572.4% | -416.4% | -21.1% |
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