+3.7%
SO vs SPMO
+11.0%
-7.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.8% |
| 7D | +1.7% | -8.9% | +10.6% | +0.1% |
| 30D | +11.1% | -13.8% | +24.9% | +8.6% |
| 3M | +0.7% | -12.5% | +13.2% | -1.4% |
| 6M | -1.4% | -1.5% | +0.1% | -2.1% |
| YTD | +9.4% | +11.3% | -1.9% | +9.8% |
| 1Y | +3.7% | +11.5% | -7.7% | +4.2% |
| All | +3.7% | +11.0% | -7.2% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling