+11.1%
SMR vs SPMO
+167.6%
-156.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.8% | +14.4% |
| 7D | +21.4% | +3.4% | +18.0% | +14.7% |
| 30D | +13.8% | +0.5% | +13.3% | +12.8% |
| 3M | +3.9% | +1.9% | +2.0% | +0.6% |
| 6M | -4.2% | +27.8% | -32.0% | -36.1% |
| YTD | -21.1% | +26.7% | -47.8% | -45.9% |
| 1Y | -67.1% | +28.9% | -96.0% | -77.3% |
| 3Y | +88.9% | +160.7% | -71.8% | -33.0% |
| All | +11.1% | +167.6% | -156.5% | -63.2% |
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