+566.9%
SPMO vs PSLV
+234.1%
+332.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.9% | -3.5% | +2.5% | -0.4% |
| 30D | -1.9% | -2.1% | +0.2% | -1.7% |
| 3M | -1.4% | -1.6% | +0.3% | -1.4% |
| 6M | +25.5% | -25.5% | +51.0% | +30.2% |
| YTD | +24.8% | -11.4% | +36.3% | +23.2% |
| 1Y | +24.5% | +48.6% | -24.1% | +11.8% |
| 3Y | +157.1% | +166.9% | -9.7% | +106.2% |
| 5Y | +149.5% | +152.4% | -2.9% | +99.3% |
| 10Y | +518.1% | +187.8% | +330.3% | +346.3% |
| All | +566.9% | +234.1% | +332.8% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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