+146.7%
PM vs SPMO
+128.1%
+18.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.3% |
| 7D | -7.1% | +1.8% | -8.9% | -6.9% |
| 30D | -2.8% | -10.0% | +7.2% | -3.6% |
| 3M | +6.3% | -9.4% | +15.7% | +5.5% |
| 6M | +9.6% | -7.7% | +17.3% | +8.7% |
| YTD | +25.6% | +13.3% | +12.3% | +23.2% |
| 1Y | +29.7% | +12.7% | +17.0% | +27.2% |
| All | +146.7% | +128.1% | +18.6% | +107.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling