+157.1%
SPMO vs SPYG
+98.4%
+58.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.3% |
| 7D | -0.9% | -0.9% | -0.1% | 0.0% |
| 30D | -1.9% | -1.5% | -0.4% | -0.4% |
| 3M | -1.4% | +3.7% | -5.1% | -4.7% |
| 6M | +25.5% | +16.4% | +9.1% | +8.7% |
| YTD | +24.8% | +13.3% | +11.5% | +10.9% |
| 1Y | +24.5% | +17.9% | +6.6% | +6.4% |
| 3Y | +157.1% | +98.3% | +58.8% | +30.3% |
| All | +157.1% | +98.4% | +58.8% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling