+361.9%
RF vs SPMO
+459.7%
-97.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.6% |
| 7D | -0.9% | -8.7% | +7.8% | +5.8% |
| 30D | +6.0% | -18.7% | +24.7% | +23.2% |
| 3M | -8.9% | -16.4% | +7.5% | +3.4% |
| 6M | +2.3% | -11.9% | +14.2% | +7.9% |
| YTD | +7.6% | +4.9% | +2.7% | -2.7% |
| 1Y | +21.2% | +6.2% | +15.0% | +8.2% |
| 3Y | +108.5% | +115.1% | -6.6% | -2.6% |
| 5Y | +43.2% | +102.2% | -59.0% | -28.9% |
| 10Y | +288.1% | +422.3% | -134.3% | -2.6% |
| All | +361.9% | +459.7% | -97.8% | +10.9% |
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