+209.4%
NI vs SPMO
+575.0%
-365.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.3% | +2.7% | -1.4% | +0.1% |
| 30D | -0.3% | +1.1% | -1.3% | -0.8% |
| 3M | -9.5% | +2.0% | -11.5% | -11.0% |
| 6M | -10.2% | +26.5% | -36.8% | -20.5% |
| YTD | +1.8% | +26.5% | -24.7% | -10.0% |
| 1Y | +5.7% | +27.9% | -22.3% | -7.2% |
| 3Y | +69.6% | +160.4% | -90.8% | +1.8% |
| 5Y | +95.8% | +151.5% | -55.7% | +18.2% |
| 10Y | +145.1% | +526.3% | -381.3% | +3.6% |
| All | +209.4% | +575.0% | -365.6% | +29.7% |
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 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