+362.4%
PSX vs SPMO
+575.8%
-213.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +2.8% | +3.4% | -0.6% | +0.7% |
| 30D | +27.8% | +0.5% | +27.2% | +27.1% |
| 3M | +42.0% | +1.9% | +40.1% | +37.6% |
| 6M | +58.1% | +27.8% | +30.3% | +28.5% |
| YTD | +105.0% | +26.7% | +78.4% | +67.2% |
| 1Y | +104.9% | +28.9% | +76.0% | +64.4% |
| 3Y | +134.1% | +160.7% | -26.6% | +7.6% |
| 5Y | +363.8% | +150.2% | +213.6% | +119.3% |
| 10Y | +370.1% | +517.5% | -147.4% | +33.2% |
| All | +362.4% | +575.8% | -213.4% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling