-22.9%
SPOT vs SPMO
+29.9%
-52.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.7% | -3.1% |
| 7D | -0.9% | +2.0% | -2.9% | -0.8% |
| 30D | +12.5% | -0.4% | +12.8% | +12.4% |
| 3M | +9.9% | -1.9% | +11.8% | +9.8% |
| 6M | +1.6% | +25.0% | -23.5% | -8.0% |
| YTD | -6.6% | +26.0% | -32.6% | -15.9% |
| 1Y | -22.9% | +28.7% | -51.6% | -32.2% |
| All | -22.9% | +29.9% | -52.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling