+537.7%
NDAQ vs SPMO
+572.4%
-34.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.4% | -2.9% |
| 7D | -2.4% | +2.0% | -4.4% | -3.7% |
| 30D | +2.5% | -0.4% | +2.8% | +2.5% |
| 3M | +9.9% | -1.9% | +11.8% | +8.8% |
| 6M | +9.4% | +25.0% | -15.6% | -9.9% |
| YTD | +0.4% | +26.0% | -25.6% | -17.8% |
| 1Y | +4.0% | +28.7% | -24.6% | -16.3% |
| 3Y | +94.4% | +160.9% | -66.5% | -10.3% |
| 5Y | +56.7% | +147.9% | -91.2% | -25.1% |
| 10Y | +375.3% | +518.9% | -143.6% | +38.1% |
| All | +537.7% | +572.4% | -34.8% | +78.2% |
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 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