+362.6%
PSX vs SPMO
+149.5%
+213.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +1.7% | -0.9% | +2.7% | +2.2% |
| 30D | +15.6% | -1.9% | +17.6% | +16.7% |
| 3M | +46.5% | -1.4% | +47.8% | +45.4% |
| 6M | +55.0% | +25.5% | +29.5% | +29.5% |
| YTD | +105.3% | +24.8% | +80.4% | +71.6% |
| 1Y | +101.6% | +24.5% | +77.1% | +68.3% |
| 3Y | +134.1% | +157.1% | -23.0% | +5.0% |
| All | +362.6% | +149.5% | +213.1% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling