+150.5%
SPMO vs ITOT
+74.3%
+76.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | 0.0% |
| 30D | -1.9% | -1.5% | -0.5% | -0.5% |
| 3M | -1.4% | +3.6% | -4.9% | -4.5% |
| 6M | +25.5% | +13.7% | +11.8% | +11.4% |
| YTD | +24.8% | +12.9% | +11.9% | +11.6% |
| 1Y | +24.5% | +17.2% | +7.3% | +7.5% |
| 3Y | +157.1% | +75.6% | +81.5% | +56.7% |
| All | +150.5% | +74.3% | +76.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling