+223.8%
SO vs SPMO
+495.2%
-271.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | +1.4% | +6.3% | -5.0% | -0.7% |
| 30D | +4.7% | -8.9% | +13.6% | +7.5% |
| 3M | +1.7% | -13.2% | +14.9% | +6.1% |
| 6M | +2.2% | -9.3% | +11.4% | +3.7% |
| YTD | +10.0% | +11.6% | -1.6% | +2.5% |
| 1Y | +6.0% | +13.4% | -7.3% | -1.9% |
| 3Y | +54.1% | +122.9% | -68.8% | -0.8% |
| 5Y | +79.6% | +113.9% | -34.3% | +17.0% |
| 10Y | +195.5% | +460.5% | -265.0% | +22.2% |
| All | +223.8% | +495.2% | -271.4% | +31.5% |
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