+154.8%
SO vs SPMO
+514.3%
-359.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.7% | -0.7% | -3.1% | -3.6% |
| 3M | -5.9% | +2.8% | -8.7% | -7.8% |
| 6M | -7.3% | +24.4% | -31.8% | -16.3% |
| YTD | +3.1% | +24.2% | -21.1% | -7.0% |
| 1Y | -1.0% | +24.5% | -25.5% | -11.1% |
| 3Y | +43.2% | +155.6% | -112.3% | -13.1% |
| 5Y | +59.1% | +148.2% | -89.1% | -3.2% |
| All | +154.8% | +514.3% | -359.6% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling