+573.2%
SPMO vs SPY
+356.3%
+217.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | -1.9% | +2.0% | -3.9% | -3.3% |
| 6M | +25.0% | +13.0% | +12.0% | +11.9% |
| YTD | +26.0% | +13.5% | +12.5% | +12.3% |
| 1Y | +28.7% | +20.0% | +8.7% | +9.0% |
| 3Y | +160.9% | +77.2% | +83.7% | +55.8% |
| 5Y | +147.9% | +81.9% | +66.0% | +43.8% |
| 10Y | +518.9% | +314.1% | +204.9% | +108.6% |
| All | +573.2% | +356.3% | +217.0% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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