+337.4%
SHW vs SPMO
+575.0%
-237.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.2% | +2.7% | -5.9% | -4.8% |
| 30D | -11.4% | +1.1% | -12.5% | -12.1% |
| 3M | +3.5% | +2.0% | +1.4% | +0.5% |
| 6M | -3.4% | +26.5% | -29.9% | -19.4% |
| YTD | -0.3% | +26.5% | -26.9% | -17.1% |
| 1Y | -10.4% | +27.9% | -38.4% | -26.3% |
| 3Y | +21.3% | +160.4% | -139.1% | -41.8% |
| 5Y | +12.9% | +151.5% | -138.6% | -44.9% |
| 10Y | +284.1% | +526.3% | -242.2% | +11.3% |
| All | +337.4% | +575.0% | -237.7% | +24.1% |
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