+184.4%
SW vs SPMO
+449.2%
-264.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +2.2% | -2.6% | +4.8% | +3.1% |
| 30D | +7.4% | -14.2% | +21.7% | +13.9% |
| 3M | -5.9% | -12.7% | +6.7% | -1.2% |
| 6M | +9.0% | -9.6% | +18.5% | +12.2% |
| YTD | +18.1% | +9.3% | +8.8% | +12.1% |
| 1Y | +28.7% | +8.2% | +20.4% | +22.6% |
| 3Y | +48.8% | +119.4% | -70.6% | +9.1% |
| 5Y | +2.5% | +112.5% | -110.0% | -24.9% |
| 10Y | +184.4% | +449.2% | -264.8% | +66.3% |
| All | +184.4% | +449.2% | -264.8% | +66.3% |
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