+336.7%
RF vs SPMO
+517.5%
-180.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +2.7% | +3.4% | -0.7% | 0.0% |
| 30D | -3.4% | +0.5% | -3.9% | -3.9% |
| 3M | +6.4% | +1.9% | +4.4% | +2.4% |
| 6M | +13.4% | +27.8% | -14.4% | -11.4% |
| YTD | +14.2% | +26.7% | -12.4% | -10.1% |
| 1Y | +15.7% | +28.9% | -13.2% | -10.6% |
| 3Y | +91.3% | +160.7% | -69.3% | -23.5% |
| 5Y | +89.8% | +150.2% | -60.4% | -20.8% |
| 10Y | +336.7% | +517.5% | -180.8% | -6.8% |
| All | +336.7% | +517.5% | -180.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling