+355.9%
SPYM vs SPMO
+575.8%
-219.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +0.6% | +3.4% | -2.8% | -1.9% |
| 30D | -0.9% | +0.5% | -1.4% | -1.4% |
| 3M | +3.9% | +1.9% | +2.0% | +1.1% |
| 6M | +14.5% | +27.8% | -13.3% | -7.1% |
| YTD | +13.0% | +26.7% | -13.7% | -7.8% |
| 1Y | +19.4% | +28.9% | -9.5% | -4.0% |
| 3Y | +78.9% | +160.7% | -81.8% | -18.6% |
| 5Y | +82.3% | +150.2% | -67.9% | -14.5% |
| 10Y | +314.7% | +517.5% | -202.8% | +15.1% |
| All | +355.9% | +575.8% | -219.9% | +23.6% |
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