+164.1%
SPMO vs VSXY
+37.7%
+126.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | +2.7% | -10.7% | +13.4% | +3.7% |
| 30D | +1.1% | -24.3% | +25.3% | +3.6% |
| 3M | +2.0% | +1.0% | +1.0% | +1.5% |
| 6M | +26.5% | +57.4% | -30.8% | +19.0% |
| YTD | +26.5% | +39.8% | -13.3% | +19.9% |
| 1Y | +27.9% | +196.5% | -168.5% | +11.2% |
| 3Y | +160.4% | +357.2% | -196.9% | +105.1% |
| 5Y | +151.5% | +18.9% | +132.6% | +124.4% |
| All | +164.1% | +37.7% | +126.5% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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