+566.9%
SPMO vs ITOT
+331.8%
+235.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.1% |
| 30D | -1.9% | -1.5% | -0.5% | -0.5% |
| 3M | -1.4% | +3.6% | -4.9% | -4.3% |
| 6M | +25.5% | +13.7% | +11.8% | +12.0% |
| YTD | +24.8% | +12.9% | +11.9% | +12.2% |
| 1Y | +24.5% | +17.2% | +7.3% | +8.2% |
| 3Y | +157.1% | +75.6% | +81.5% | +56.7% |
| 5Y | +149.5% | +75.5% | +74.0% | +51.2% |
| 10Y | +518.1% | +302.0% | +216.1% | +121.2% |
| All | +566.9% | +331.8% | +235.1% | +135.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling