+616.4%
NDAQ vs SPMO
+495.2%
+121.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.8% |
| 7D | +1.3% | +6.3% | -5.1% | -2.7% |
| 30D | +18.0% | -8.9% | +26.8% | +24.1% |
| 3M | +11.5% | -13.2% | +24.7% | +20.8% |
| 6M | +21.1% | -9.3% | +30.4% | +24.0% |
| YTD | +12.8% | +11.6% | +1.3% | -1.1% |
| 1Y | +25.7% | +13.4% | +12.3% | +8.8% |
| 3Y | +116.8% | +122.9% | -6.1% | +10.3% |
| 5Y | +67.3% | +113.9% | -46.7% | -12.7% |
| 10Y | +473.3% | +460.5% | +12.8% | +77.8% |
| All | +616.4% | +495.2% | +121.2% | +114.4% |
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