+361.5%
NDAQ vs SPMO
+517.6%
-156.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | -5.9% | -0.9% | -4.9% | -5.3% |
| 30D | -4.7% | -1.9% | -2.8% | -3.6% |
| 3M | +5.5% | -1.4% | +6.9% | +4.3% |
| 6M | +7.4% | +25.5% | -18.1% | -12.3% |
| YTD | -5.5% | +24.8% | -30.3% | -22.5% |
| 1Y | -3.7% | +24.5% | -28.2% | -21.1% |
| 3Y | +85.0% | +157.1% | -72.1% | -15.6% |
| 5Y | +49.0% | +149.5% | -100.5% | -30.7% |
| All | +361.5% | +517.6% | -156.1% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling