+589.4%
SE vs SPMO
+405.3%
+184.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -2.7% |
| 7D | -6.1% | +2.0% | -8.1% | -8.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +21.7% | -1.9% | +23.6% | +19.6% |
| 6M | +27.0% | +25.0% | +2.0% | -8.9% |
| YTD | -12.1% | +26.0% | -38.2% | -37.6% |
| 1Y | -40.9% | +28.7% | -69.6% | -59.2% |
| 3Y | +191.0% | +160.9% | +30.1% | -19.8% |
| 5Y | -68.3% | +147.9% | -216.2% | -90.2% |
| All | +589.4% | +405.3% | +184.1% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling