-49.8%
MOMO vs SPY
+355.2%
-405.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.1% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -12.1% | -1.4% | -10.7% | -10.9% |
| 3M | -5.6% | +3.7% | -9.4% | -9.3% |
| 6M | -12.5% | +13.0% | -25.5% | -22.8% |
| YTD | -17.2% | +12.4% | -29.6% | -26.5% |
| 1Y | -31.1% | +18.5% | -49.7% | -42.2% |
| 3Y | -17.4% | +77.6% | -95.0% | -56.2% |
| 5Y | -40.3% | +81.7% | -122.0% | -68.5% |
| 10Y | -60.5% | +319.7% | -380.2% | -91.3% |
| All | -49.8% | +355.2% | -405.0% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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