+19.0%
PM vs SPMO
+24.7%
-5.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +1.7% |
| 7D | +1.9% | +0.1% | +1.9% | +2.0% |
| 30D | +1.9% | -0.7% | +2.6% | +1.8% |
| 3M | +4.6% | +2.8% | +1.8% | +5.2% |
| 6M | +11.7% | +24.4% | -12.8% | +13.0% |
| YTD | +20.4% | +24.2% | -3.8% | +21.7% |
| 1Y | +19.0% | +24.5% | -5.5% | +20.1% |
| All | +19.0% | +24.7% | -5.7% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling