+289.7%
ITW vs SPMO
+562.6%
-272.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -9.5% | -0.7% | -8.8% | -9.3% |
| 3M | +6.6% | +2.8% | +3.8% | +3.3% |
| 6M | -1.8% | +24.4% | -26.2% | -16.6% |
| YTD | +9.0% | +24.2% | -15.2% | -7.5% |
| 1Y | +3.6% | +24.5% | -20.9% | -12.7% |
| 3Y | +19.4% | +155.6% | -136.1% | -41.0% |
| 5Y | +36.4% | +148.2% | -111.8% | -31.6% |
| 10Y | +190.0% | +514.8% | -324.8% | -18.0% |
| All | +289.7% | +562.6% | -272.9% | +6.0% |
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