-66.3%
SE vs SPMO
+149.2%
-215.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -3.9% |
| 7D | -3.6% | +2.7% | -6.3% | -6.6% |
| 30D | -5.3% | +1.1% | -6.4% | -6.8% |
| 3M | +28.1% | +2.0% | +26.0% | +19.5% |
| 6M | +20.7% | +26.5% | -5.9% | -18.1% |
| YTD | -14.8% | +26.5% | -41.3% | -42.3% |
| 1Y | -43.6% | +27.9% | -71.5% | -62.5% |
| 3Y | +184.2% | +160.4% | +23.8% | -43.5% |
| 5Y | -66.3% | +151.5% | -217.8% | -92.7% |
| All | -66.3% | +149.2% | -215.5% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling