+282.9%
SPGI vs SPMO
+517.6%
-234.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.3% |
| 7D | -7.4% | -0.9% | -6.5% | -6.8% |
| 30D | +0.4% | -1.9% | +2.3% | +1.4% |
| 3M | +5.3% | -1.4% | +6.6% | +3.8% |
| 6M | +1.7% | +25.5% | -23.8% | -18.2% |
| YTD | -16.4% | +24.8% | -41.2% | -32.5% |
| 1Y | -20.5% | +24.5% | -45.0% | -36.1% |
| 3Y | +14.2% | +157.1% | -142.9% | -51.6% |
| 5Y | +0.6% | +149.5% | -148.9% | -56.4% |
| All | +282.9% | +517.6% | -234.7% | -6.3% |
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