+495.9%
SPMO vs SPY
+348.0%
+147.9%
-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% | -1.2% | -1.2% |
| 7D | +6.3% | +2.6% | +3.8% | +3.8% |
| 30D | -8.9% | -2.0% | -6.9% | -6.8% |
| 3M | -13.2% | -2.8% | -10.4% | -10.5% |
| 6M | -9.3% | +2.1% | -11.4% | -10.4% |
| YTD | +11.6% | +11.5% | +0.1% | +1.5% |
| 1Y | +13.4% | +13.5% | -0.1% | +1.6% |
| 3Y | +122.9% | +77.7% | +45.2% | +33.3% |
| 5Y | +113.9% | +72.6% | +41.3% | +30.8% |
| 10Y | +460.5% | +308.2% | +152.4% | +92.8% |
| All | +495.9% | +348.0% | +147.9% | +101.9% |
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