+50.3%
NDAQ vs SPMO
+145.0%
-94.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.4% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -3.2% | -0.7% | -2.5% | -2.9% |
| 3M | +6.5% | +2.8% | +3.6% | +2.7% |
| 6M | +5.7% | +24.4% | -18.7% | -10.8% |
| YTD | -4.6% | +24.2% | -28.8% | -19.4% |
| 1Y | -1.6% | +24.5% | -26.1% | -17.1% |
| 3Y | +86.4% | +155.6% | -69.1% | -8.6% |
| 5Y | +50.3% | +148.2% | -97.9% | -24.6% |
| All | +50.3% | +145.0% | -94.6% | -24.6% |
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