+322.4%
NET vs SPMO
+129.3%
+193.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -1.7% |
| 7D | -16.4% | -8.9% | -7.5% | -7.7% |
| 30D | -25.8% | -13.8% | -12.0% | -13.4% |
| 3M | -11.5% | -12.5% | +1.0% | +1.6% |
| 6M | +18.9% | -1.5% | +20.4% | +13.6% |
| YTD | +35.2% | +11.3% | +23.9% | +9.5% |
| 1Y | +14.5% | +11.5% | +3.0% | -7.3% |
| All | +322.4% | +129.3% | +193.1% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling