+347.8%
SPY vs SPMO
+495.2%
-147.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.8% |
| 7D | +2.6% | +6.3% | -3.8% | -2.0% |
| 30D | -2.0% | -8.9% | +6.9% | +4.4% |
| 3M | -2.8% | -13.2% | +10.4% | +7.1% |
| 6M | +2.1% | -9.3% | +11.4% | +7.2% |
| YTD | +11.5% | +11.6% | -0.1% | -0.7% |
| 1Y | +13.5% | +13.4% | +0.1% | -0.2% |
| 3Y | +77.7% | +122.9% | -45.2% | -8.9% |
| 5Y | +72.6% | +113.9% | -41.3% | -9.0% |
| 10Y | +308.2% | +460.5% | -152.4% | +25.2% |
| All | +347.8% | +495.2% | -147.4% | +34.0% |
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