+11.5%
SPMO vs ET
+24.7%
-13.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.6% | -1.4% |
| 7D | -8.9% | -6.0% | -2.8% | -9.8% |
| 30D | -13.8% | -6.1% | -7.7% | -14.7% |
| 3M | -12.5% | -2.7% | -9.8% | -12.6% |
| 6M | -1.5% | +0.2% | -1.7% | -0.4% |
| YTD | +11.3% | +24.3% | -13.0% | +13.1% |
| 1Y | +11.5% | +26.4% | -14.9% | +12.7% |
| All | +11.5% | +24.7% | -13.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling