+302.5%
PSX vs SPMO
+114.1%
+188.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.5% |
| 7D | +7.8% | +6.3% | +1.5% | +4.5% |
| 30D | -10.9% | -8.9% | -2.0% | -7.0% |
| 3M | +14.5% | -13.2% | +27.7% | +22.2% |
| 6M | +56.1% | -9.3% | +65.4% | +59.1% |
| YTD | +109.6% | +11.6% | +98.0% | +84.1% |
| 1Y | +95.5% | +13.4% | +82.1% | +69.4% |
| 3Y | +156.2% | +122.9% | +33.3% | +23.4% |
| All | +302.5% | +114.1% | +188.5% | +96.1% |
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