+119.1%
O vs SPMO
+572.4%
-453.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | -0.7% | +2.0% | -2.7% | -1.6% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +3.8% | -1.9% | +5.7% | +3.3% |
| 6M | -4.7% | +25.0% | -29.8% | -16.2% |
| YTD | +12.5% | +26.0% | -13.5% | -1.6% |
| 1Y | +10.8% | +28.7% | -17.8% | -4.3% |
| 3Y | +28.8% | +160.9% | -132.1% | -29.0% |
| 5Y | +13.2% | +147.9% | -134.7% | -36.1% |
| 10Y | +53.5% | +518.9% | -465.5% | -43.6% |
| All | +119.1% | +572.4% | -453.3% | -21.4% |
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 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