+150.5%
SPMO vs SCHG
+84.3%
+66.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | -0.1% |
| 7D | -0.9% | -1.0% | +0.1% | -0.2% |
| 30D | -1.9% | -1.3% | -0.7% | -1.0% |
| 3M | -1.4% | +5.4% | -6.8% | -5.1% |
| 6M | +25.5% | +14.4% | +11.1% | +14.0% |
| YTD | +24.8% | +8.0% | +16.8% | +18.2% |
| 1Y | +24.5% | +12.7% | +11.8% | +14.4% |
| 3Y | +157.1% | +85.6% | +71.5% | +73.1% |
| All | +150.5% | +84.3% | +66.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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