+26.1%
LYB vs SPMO
+566.1%
-540.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.3% |
| 7D | +0.3% | -0.9% | +1.2% | +0.9% |
| 30D | +2.5% | -1.9% | +4.4% | +3.7% |
| 3M | +1.4% | -1.4% | +2.7% | +0.3% |
| 6M | -3.5% | +25.5% | -29.0% | -22.9% |
| YTD | +52.0% | +24.8% | +27.1% | +21.5% |
| 1Y | +22.1% | +24.5% | -2.4% | -2.4% |
| 3Y | -22.8% | +157.1% | -179.9% | -68.4% |
| 5Y | -3.4% | +149.5% | -152.9% | -59.5% |
| 10Y | +47.4% | +518.1% | -470.7% | -66.0% |
| All | +26.1% | +566.1% | -540.0% | -72.0% |
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