+396.3%
RF vs SPMO
+572.4%
-176.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.6% | -1.3% |
| 7D | +1.3% | +2.0% | -0.7% | -0.2% |
| 30D | -3.6% | -0.4% | -3.2% | -3.5% |
| 3M | +8.1% | -1.9% | +10.0% | +7.1% |
| 6M | +11.5% | +25.0% | -13.6% | -10.9% |
| YTD | +15.6% | +26.0% | -10.5% | -8.3% |
| 1Y | +15.7% | +28.7% | -13.0% | -10.1% |
| 3Y | +86.9% | +160.9% | -74.0% | -24.0% |
| 5Y | +89.8% | +147.9% | -58.1% | -18.7% |
| 10Y | +344.7% | +518.9% | -174.2% | -1.6% |
| All | +396.3% | +572.4% | -176.1% | +4.6% |
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