-3.5%
LYB vs SPMO
+24.9%
-28.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.8% |
| 7D | +0.3% | -0.9% | +1.2% | 0.0% |
| 30D | +2.5% | -1.9% | +4.4% | +1.9% |
| 3M | +1.4% | -1.4% | +2.7% | +2.0% |
| 6M | -3.5% | +25.5% | -29.0% | +29.2% |
| All | -3.5% | +24.9% | -28.4% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling