+24.3%
IR vs SPMO
+128.1%
-103.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.3% | +9.8% | -5.5% | -2.0% |
| 30D | +8.1% | -9.2% | +17.3% | +14.7% |
| 3M | +0.7% | -11.0% | +11.6% | +8.1% |
| 6M | +16.6% | -6.6% | +23.3% | +18.4% |
| YTD | +7.8% | +13.3% | -5.5% | -7.6% |
| 1Y | +9.9% | +12.7% | -2.7% | -5.3% |
| All | +24.3% | +128.1% | -103.8% | -37.3% |
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