+516.3%
SPGI vs SPMO
+495.2%
+21.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.1% |
| 7D | +1.2% | +6.3% | -5.1% | -2.8% |
| 30D | +15.9% | -8.9% | +24.8% | +22.0% |
| 3M | +12.3% | -13.2% | +25.5% | +21.5% |
| 6M | +23.7% | -9.3% | +33.0% | +25.9% |
| YTD | -3.5% | +11.6% | -15.1% | -16.8% |
| 1Y | +0.4% | +13.4% | -13.0% | -14.6% |
| 3Y | +29.9% | +122.9% | -93.0% | -38.7% |
| 5Y | +15.2% | +113.9% | -98.7% | -43.8% |
| 10Y | +337.2% | +460.5% | -123.3% | +17.0% |
| All | +516.3% | +495.2% | +21.1% | +63.4% |
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