+17.2%
O vs SPMO
+145.0%
-127.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -3.3% | -0.7% | -2.6% | -3.2% |
| 3M | -2.8% | +2.8% | -5.7% | -4.1% |
| 6M | -5.8% | +24.4% | -30.2% | -11.6% |
| YTD | +9.4% | +24.2% | -14.8% | +2.5% |
| 1Y | +5.7% | +24.5% | -18.8% | -1.1% |
| 3Y | +27.2% | +155.6% | -128.3% | -14.1% |
| 5Y | +17.2% | +148.2% | -131.0% | -19.8% |
| All | +17.2% | +145.0% | -127.8% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling