+83.3%
SPYM vs SPMO
+149.5%
-66.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.4% |
| 30D | -1.3% | -1.9% | +0.6% | -0.1% |
| 3M | +3.6% | -1.4% | +5.0% | +3.3% |
| 6M | +13.3% | +25.5% | -12.2% | -7.1% |
| YTD | +12.4% | +24.8% | -12.4% | -7.5% |
| 1Y | +17.3% | +24.5% | -7.2% | -3.5% |
| 3Y | +76.8% | +157.1% | -80.4% | -22.6% |
| All | +83.3% | +149.5% | -66.2% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling