-4.9%
LYB vs SPMO
+149.5%
-154.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.7% |
| 30D | +2.5% | -1.9% | +4.4% | +3.3% |
| 3M | +1.4% | -1.4% | +2.7% | +0.7% |
| 6M | -3.5% | +25.5% | -29.0% | -18.6% |
| YTD | +52.0% | +24.8% | +27.1% | +28.3% |
| 1Y | +22.1% | +24.5% | -2.4% | +3.1% |
| 3Y | -22.8% | +157.1% | -179.9% | -64.8% |
| All | -4.9% | +149.5% | -154.4% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling