+575.8%
SPMO vs WY
+20.4%
+555.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +1.1% | -9.9% | +10.9% | +4.3% |
| 3M | +2.0% | -7.5% | +9.6% | +4.0% |
| 6M | +26.5% | -5.1% | +31.7% | +27.6% |
| YTD | +26.5% | -2.1% | +28.6% | +25.9% |
| 1Y | +27.9% | -7.3% | +35.3% | +29.2% |
| 3Y | +160.4% | -22.6% | +183.0% | +174.4% |
| 5Y | +151.5% | -19.8% | +171.3% | +158.6% |
| 10Y | +526.3% | +9.6% | +516.8% | +438.7% |
| All | +575.8% | +20.4% | +555.5% | +469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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