+553.4%
SE vs SPMO
+400.5%
+152.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.9% |
| 7D | -5.2% | -0.9% | -4.3% | -4.2% |
| 30D | -17.1% | -1.9% | -15.2% | -15.5% |
| 3M | +24.0% | -1.4% | +25.3% | +21.2% |
| 6M | +21.0% | +25.5% | -4.5% | -13.7% |
| YTD | -16.7% | +24.8% | -41.6% | -40.3% |
| 1Y | -45.9% | +24.5% | -70.4% | -61.1% |
| 3Y | +177.8% | +157.1% | +20.7% | -22.1% |
| 5Y | -67.4% | +149.5% | -216.9% | -89.9% |
| All | +553.4% | +400.5% | +152.9% | +7.7% |
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