+10.0%
RF vs SPMO
-10.0%
+20.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +2.1% |
| 7D | -0.1% | -1.9% | +1.8% | -0.2% |
| 30D | +7.0% | -14.1% | +21.1% | +6.6% |
| 3M | -7.0% | -13.1% | +6.1% | -7.4% |
| All | +10.0% | -10.0% | +20.0% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling