+353.5%
SPY vs SPMO
+575.8%
-222.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.9% |
| 7D | +0.5% | +3.4% | -2.8% | -1.9% |
| 30D | -0.9% | +0.5% | -1.5% | -1.5% |
| 3M | +3.9% | +1.9% | +2.0% | +1.1% |
| 6M | +14.5% | +27.8% | -13.3% | -7.0% |
| YTD | +12.9% | +26.7% | -13.7% | -7.8% |
| 1Y | +19.4% | +28.9% | -9.5% | -3.9% |
| 3Y | +78.5% | +160.7% | -82.2% | -18.1% |
| 5Y | +81.8% | +150.2% | -68.4% | -14.1% |
| 10Y | +311.5% | +517.5% | -206.0% | +16.5% |
| All | +353.5% | +575.8% | -222.3% | +24.4% |
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