+239.2%
RSP vs SPMO
+572.4%
-333.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -1.5% |
| 7D | -0.8% | +2.0% | -2.8% | -2.1% |
| 30D | -0.3% | -0.4% | 0.0% | -0.2% |
| 3M | +4.3% | -1.9% | +6.2% | +4.0% |
| 6M | +8.8% | +25.0% | -16.2% | -8.9% |
| YTD | +15.3% | +26.0% | -10.8% | -4.2% |
| 1Y | +18.3% | +28.7% | -10.4% | -3.3% |
| 3Y | +52.8% | +160.9% | -108.1% | -27.5% |
| 5Y | +51.7% | +147.9% | -96.2% | -25.4% |
| 10Y | +208.5% | +518.9% | -310.5% | -9.3% |
| All | +239.2% | +572.4% | -333.2% | -3.5% |
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