+119.5%
RF vs SPMO
+124.5%
-5.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | +1.9% | +6.3% | -4.4% | -0.8% |
| 30D | +7.3% | -8.9% | +16.2% | +11.4% |
| 3M | -7.9% | -13.2% | +5.3% | -2.4% |
| 6M | +10.5% | -9.3% | +19.8% | +12.4% |
| YTD | +9.6% | +11.6% | -1.9% | -3.2% |
| 1Y | +20.3% | +13.4% | +6.9% | +4.9% |
| 3Y | +119.5% | +122.9% | -3.4% | +13.0% |
| All | +119.5% | +124.5% | -5.0% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling