+477.1%
SPGI vs SPMO
+572.4%
-95.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -2.6% |
| 7D | +0.1% | +2.0% | -1.9% | -1.2% |
| 30D | +8.4% | -0.4% | +8.8% | +8.4% |
| 3M | +11.8% | -1.9% | +13.7% | +10.2% |
| 6M | +5.7% | +25.0% | -19.3% | -14.3% |
| YTD | -9.7% | +26.0% | -35.7% | -27.2% |
| 1Y | -12.5% | +28.7% | -41.1% | -31.0% |
| 3Y | +21.8% | +160.9% | -139.1% | -47.8% |
| 5Y | +8.2% | +147.9% | -139.7% | -51.8% |
| 10Y | +309.5% | +518.9% | -209.4% | +2.9% |
| All | +477.1% | +572.4% | -95.3% | +42.9% |
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