+363.5%
SE vs SPMO
+347.2%
+16.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.9% |
| 7D | -0.5% | +6.3% | -6.8% | -7.5% |
| 30D | -20.9% | -8.9% | -12.1% | -13.2% |
| 3M | -38.9% | -13.2% | -25.7% | -29.6% |
| 6M | -19.4% | -9.3% | -10.1% | -15.6% |
| YTD | -40.9% | +11.6% | -52.5% | -52.7% |
| 1Y | -46.2% | +13.4% | -59.6% | -57.7% |
| 3Y | +63.7% | +122.9% | -59.2% | -46.7% |
| 5Y | -77.9% | +113.9% | -191.8% | -92.0% |
| All | +363.5% | +347.2% | +16.2% | -14.6% |
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 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