-45.9%
SE vs SPMO
+24.6%
-70.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | -5.2% | -0.9% | -4.3% | -4.9% |
| 30D | -17.1% | -1.9% | -15.2% | -16.6% |
| 3M | +24.0% | -1.4% | +25.3% | +21.8% |
| 6M | +21.0% | +25.5% | -4.5% | -5.6% |
| YTD | -16.7% | +24.8% | -41.6% | -34.4% |
| 1Y | -45.9% | +24.5% | -70.4% | -57.6% |
| All | -45.9% | +24.6% | -70.6% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling