-14.4%
SMR vs SPMO
+163.7%
-178.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -16.6% |
| 7D | -11.2% | -0.9% | -10.3% | -9.7% |
| 30D | -10.2% | -1.9% | -8.3% | -7.2% |
| 3M | -10.0% | -1.4% | -8.7% | -7.8% |
| 6M | -30.5% | +25.5% | -55.9% | -52.2% |
| YTD | -39.2% | +24.8% | -64.1% | -57.3% |
| 1Y | -75.5% | +24.5% | -100.0% | -82.1% |
| 3Y | +45.4% | +157.1% | -111.7% | -47.2% |
| All | -14.4% | +163.7% | -178.2% | -71.0% |
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 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