+251.0%
SPOT vs SPMO
+375.4%
-124.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -6.5% | +2.7% | -9.2% | -8.6% |
| 30D | +2.2% | +1.1% | +1.1% | +0.7% |
| 3M | +5.4% | +2.0% | +3.3% | -0.1% |
| 6M | -4.0% | +26.5% | -30.6% | -26.9% |
| YTD | -9.9% | +26.5% | -36.5% | -31.5% |
| 1Y | -27.3% | +27.9% | -55.2% | -45.5% |
| 3Y | +236.4% | +160.4% | +76.0% | +25.3% |
| 5Y | +112.6% | +151.5% | -38.9% | -17.0% |
| All | +251.0% | +375.4% | -124.4% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling