+229.8%
LOW vs SPMO
+575.0%
-345.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.6% | +2.7% | -3.3% | -2.4% |
| 30D | -9.3% | +1.1% | -10.3% | -10.1% |
| 3M | -8.1% | +2.0% | -10.1% | -11.2% |
| 6M | -19.8% | +26.5% | -46.3% | -34.7% |
| YTD | -16.4% | +26.5% | -42.9% | -32.1% |
| 1Y | -24.7% | +27.9% | -52.6% | -39.7% |
| 3Y | -8.8% | +160.4% | -169.2% | -60.9% |
| 5Y | +7.8% | +151.5% | -143.7% | -52.6% |
| 10Y | +233.8% | +526.3% | -292.5% | -19.3% |
| All | +229.8% | +575.0% | -345.3% | -23.6% |
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