+67.9%
NI vs SPMO
+155.8%
-87.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | -1.4% | -1.9% | +0.5% | -1.1% |
| 3M | -10.6% | -1.4% | -9.2% | -10.7% |
| 6M | -9.3% | +25.5% | -34.8% | -14.2% |
| YTD | +1.1% | +24.8% | -23.7% | -4.2% |
| 1Y | +3.4% | +24.5% | -21.1% | -2.1% |
| 3Y | +67.9% | +157.1% | -89.3% | +27.6% |
| All | +67.9% | +155.8% | -87.9% | +27.6% |
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