+495.9%
SPMO vs VO
+216.3%
+279.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +6.3% | +3.1% | +3.3% | +3.7% |
| 30D | -8.9% | +2.2% | -11.1% | -10.4% |
| 3M | -13.2% | -2.5% | -10.7% | -11.2% |
| 6M | -9.3% | +7.0% | -16.2% | -13.9% |
| YTD | +11.6% | +14.0% | -2.4% | +0.5% |
| 1Y | +13.4% | +15.6% | -2.3% | +0.9% |
| 3Y | +122.9% | +66.2% | +56.7% | +48.5% |
| 5Y | +113.9% | +36.6% | +77.3% | +65.6% |
| 10Y | +460.5% | +199.0% | +261.6% | +164.4% |
| All | +495.9% | +216.3% | +279.6% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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