+76.9%
SPY vs SPMO
+155.8%
-78.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.5% |
| 7D | -0.8% | -0.9% | +0.2% | -0.2% |
| 30D | -1.1% | -1.9% | +0.9% | 0.0% |
| 3M | +3.9% | -1.4% | +5.2% | +3.6% |
| 6M | +13.6% | +25.5% | -11.9% | -5.3% |
| YTD | +12.7% | +24.8% | -12.2% | -5.8% |
| 1Y | +17.5% | +24.5% | -7.0% | -1.7% |
| 3Y | +76.9% | +157.1% | -80.2% | -14.2% |
| All | +76.9% | +155.8% | -78.9% | -14.2% |
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