+372.7%
PSX vs SPMO
+495.2%
-122.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.7% |
| 7D | +7.8% | +6.3% | +1.5% | +3.7% |
| 30D | -10.9% | -8.9% | -2.0% | -6.0% |
| 3M | +14.5% | -13.2% | +27.7% | +24.1% |
| 6M | +56.1% | -9.3% | +65.4% | +60.6% |
| YTD | +109.6% | +11.6% | +98.0% | +83.9% |
| 1Y | +95.5% | +13.4% | +82.1% | +69.2% |
| 3Y | +156.2% | +122.9% | +33.3% | +29.9% |
| 5Y | +310.0% | +113.9% | +196.1% | +113.2% |
| 10Y | +368.0% | +460.5% | -92.5% | +42.0% |
| All | +372.7% | +495.2% | -122.5% | +40.4% |
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