+8.5%
NI vs SPMO
+11.0%
-2.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.5% |
| 7D | +3.9% | -8.9% | +12.8% | +4.1% |
| 30D | +15.3% | -13.8% | +29.1% | +15.8% |
| 3M | +2.4% | -12.5% | +14.9% | +2.8% |
| 6M | -4.5% | -1.5% | -3.1% | -6.4% |
| YTD | +11.4% | +11.3% | 0.0% | +6.6% |
| 1Y | +8.5% | +11.5% | -3.0% | +3.7% |
| All | +8.5% | +11.0% | -2.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling