+99.6%
PSX vs SPMO
+29.9%
+69.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.4% |
| 7D | +4.5% | +2.0% | +2.5% | +4.9% |
| 30D | +26.6% | -0.4% | +27.0% | +26.6% |
| 3M | +39.3% | -1.9% | +41.2% | +38.8% |
| 6M | +56.8% | +25.0% | +31.8% | +63.9% |
| YTD | +101.8% | +26.0% | +75.8% | +110.2% |
| 1Y | +99.6% | +28.7% | +70.9% | +121.0% |
| All | +99.6% | +29.9% | +69.7% | +121.0% |
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 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