+1,381.0%
NET vs SPMO
+252.2%
+1,128.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -1.6% |
| 7D | -16.4% | -8.9% | -7.5% | -6.2% |
| 30D | -25.8% | -13.8% | -12.0% | -11.1% |
| 3M | -11.5% | -12.5% | +1.0% | +4.0% |
| 6M | +18.9% | -1.5% | +20.4% | +15.0% |
| YTD | +35.2% | +11.3% | +23.9% | +10.8% |
| 1Y | +14.5% | +11.5% | +3.0% | -6.1% |
| 3Y | +313.8% | +130.0% | +183.8% | +34.4% |
| 5Y | +32.6% | +114.8% | -82.3% | -51.0% |
| All | +1,381.0% | +252.2% | +1,128.8% | +264.9% |
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 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