+184.3%
SE vs SPMO
+159.2%
+25.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -3.6% | +2.7% | -6.3% | -5.6% |
| 30D | -5.3% | +1.1% | -6.4% | -6.3% |
| 3M | +28.1% | +2.0% | +26.0% | +22.3% |
| 6M | +20.7% | +26.5% | -5.9% | -9.0% |
| YTD | -14.8% | +26.5% | -41.3% | -35.7% |
| 1Y | -43.6% | +27.9% | -71.5% | -58.0% |
| All | +184.3% | +159.2% | +25.1% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling