+24.4%
LYB vs SPMO
+29.9%
-5.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.6% |
| 7D | -0.2% | +2.0% | -2.2% | +0.2% |
| 30D | +8.7% | -0.4% | +9.1% | +8.7% |
| 3M | -3.0% | -1.9% | -1.1% | -2.7% |
| 6M | +4.7% | +25.0% | -20.3% | +15.2% |
| YTD | +51.6% | +26.0% | +25.6% | +65.6% |
| 1Y | +24.4% | +28.7% | -4.3% | +40.1% |
| All | +24.4% | +29.9% | -5.6% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling