+96.9%
PSX vs SPMO
+11.0%
+86.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.7% |
| 7D | -5.2% | -8.9% | +3.7% | -6.8% |
| 30D | -3.7% | -13.8% | +10.1% | -6.3% |
| 3M | +26.8% | -12.5% | +39.3% | +23.8% |
| 6M | +47.3% | -1.5% | +48.8% | +48.4% |
| YTD | +105.4% | +11.3% | +94.1% | +114.8% |
| 1Y | +96.9% | +11.5% | +85.5% | +106.8% |
| All | +96.9% | +11.0% | +86.0% | +106.8% |
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 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