+50.7%
O vs SPMO
+517.6%
-466.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.9% | -0.9% | -1.9% | -2.5% |
| 30D | -4.5% | -1.9% | -2.6% | -3.8% |
| 3M | -2.6% | -1.4% | -1.3% | -3.2% |
| 6M | -5.6% | +25.5% | -31.1% | -17.5% |
| YTD | +9.3% | +24.8% | -15.6% | -4.4% |
| 1Y | +4.3% | +24.5% | -20.2% | -8.9% |
| 3Y | +27.4% | +157.1% | -129.7% | -30.6% |
| 5Y | +17.1% | +149.5% | -132.4% | -35.6% |
| All | +50.7% | +517.6% | -466.9% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling