+233.5%
SPOT vs SPMO
+155.8%
+77.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.5% |
| 7D | -3.1% | -0.9% | -2.1% | -2.6% |
| 30D | +7.4% | -1.9% | +9.3% | +8.2% |
| 3M | +8.2% | -1.4% | +9.5% | +6.6% |
| 6M | +2.2% | +25.5% | -23.3% | -18.9% |
| YTD | -9.5% | +24.8% | -34.3% | -27.9% |
| 1Y | -23.8% | +24.5% | -48.3% | -39.4% |
| 3Y | +233.5% | +157.1% | +76.3% | +28.2% |
| All | +233.5% | +155.8% | +77.7% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling