+72.5%
SMR vs SPMO
+154.5%
-82.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.7% | -1.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +3.2% | -0.7% | +3.9% | +4.6% |
| 3M | +9.9% | +2.8% | +7.1% | +1.3% |
| 6M | -15.1% | +24.4% | -39.6% | -48.3% |
| YTD | -27.9% | +24.2% | -52.1% | -55.3% |
| 1Y | -70.2% | +24.5% | -94.7% | -80.9% |
| All | +72.5% | +154.5% | -82.0% | -70.8% |
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