+177.1%
SW vs SPMO
+460.5%
-283.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -2.9% | +6.3% | -9.3% | -5.4% |
| 30D | +5.0% | -8.9% | +13.9% | +8.6% |
| 3M | -13.7% | -13.2% | -0.4% | -9.0% |
| 6M | +8.0% | -9.3% | +17.3% | +11.1% |
| YTD | +14.0% | +11.6% | +2.4% | +7.2% |
| 1Y | +25.6% | +13.4% | +12.2% | +17.4% |
| 3Y | +40.1% | +122.9% | -82.8% | +2.0% |
| 5Y | -2.6% | +113.9% | -116.5% | -28.9% |
| All | +177.1% | +460.5% | -283.5% | +61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling