+517.6%
SPMO vs SPYG
+424.6%
+93.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -0.9% | -0.9% | -0.1% | -0.1% |
| 30D | -1.9% | -1.5% | -0.4% | -0.6% |
| 3M | -1.4% | +3.7% | -5.1% | -4.3% |
| 6M | +25.5% | +16.4% | +9.1% | +10.3% |
| YTD | +24.8% | +13.3% | +11.5% | +12.3% |
| 1Y | +24.5% | +17.9% | +6.6% | +8.2% |
| 3Y | +157.1% | +98.3% | +58.8% | +42.3% |
| 5Y | +149.5% | +86.4% | +63.1% | +43.4% |
| All | +517.6% | +424.6% | +93.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling