+566.9%
SPMO vs ET
+116.3%
+450.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -1.9% | +2.9% | -4.8% | -2.3% |
| 3M | -1.4% | +16.8% | -18.1% | -3.3% |
| 6M | +25.5% | +18.9% | +6.6% | +22.7% |
| YTD | +24.8% | +37.7% | -12.9% | +19.8% |
| 1Y | +24.5% | +32.4% | -7.9% | +20.0% |
| 3Y | +157.1% | +99.5% | +57.7% | +137.0% |
| 5Y | +149.5% | +244.0% | -94.5% | +117.9% |
| 10Y | +518.1% | +172.1% | +345.9% | +429.6% |
| All | +566.9% | +116.3% | +450.6% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling