+133.3%
PSX vs SPMO
+154.5%
-21.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +15.8% | -0.7% | +16.5% | +16.0% |
| 3M | +43.0% | +2.8% | +40.2% | +39.6% |
| 6M | +61.1% | +24.4% | +36.7% | +42.3% |
| YTD | +104.5% | +24.2% | +80.3% | +80.5% |
| 1Y | +102.5% | +24.5% | +78.0% | +78.0% |
| All | +133.3% | +154.5% | -21.2% | +39.9% |
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