+353.7%
SPYM vs SPMO
+575.0%
-221.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -2.3% |
| 30D | -1.4% | +1.1% | -2.4% | -2.3% |
| 3M | +3.7% | +2.0% | +1.7% | +0.8% |
| 6M | +13.0% | +26.5% | -13.5% | -7.6% |
| YTD | +12.5% | +26.5% | -14.0% | -8.2% |
| 1Y | +18.6% | +27.9% | -9.3% | -4.1% |
| 3Y | +78.0% | +160.4% | -82.3% | -18.9% |
| 5Y | +82.3% | +151.5% | -69.2% | -14.9% |
| 10Y | +322.9% | +526.3% | -203.5% | +17.0% |
| All | +353.7% | +575.0% | -221.3% | +23.1% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling