+17.5%
LUV vs SPMO
+517.6%
-500.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.0% |
| 7D | -1.0% | -0.9% | 0.0% | -0.3% |
| 30D | -12.4% | -1.9% | -10.4% | -11.2% |
| 3M | -11.0% | -1.4% | -9.6% | -11.1% |
| 6M | -5.0% | +25.5% | -30.5% | -20.8% |
| YTD | -3.8% | +24.8% | -28.6% | -19.5% |
| 1Y | +25.9% | +24.5% | +1.4% | +5.5% |
| 3Y | +42.2% | +157.1% | -114.9% | -30.1% |
| 5Y | -10.8% | +149.5% | -160.3% | -55.4% |
| All | +17.5% | +517.6% | -500.1% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling