+205.8%
RSP vs SPMO
+517.6%
-311.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.4% |
| 7D | -1.9% | -0.9% | -0.9% | -1.3% |
| 30D | -2.8% | -1.9% | -0.9% | -1.7% |
| 3M | +2.8% | -1.4% | +4.2% | +2.3% |
| 6M | +10.2% | +25.5% | -15.3% | -8.4% |
| YTD | +13.1% | +24.8% | -11.8% | -5.8% |
| 1Y | +14.8% | +24.5% | -9.7% | -4.4% |
| 3Y | +52.6% | +157.1% | -104.5% | -28.1% |
| 5Y | +51.6% | +149.5% | -97.9% | -27.2% |
| All | +205.8% | +517.6% | -311.7% | -11.7% |
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