+47.9%
SW vs SPMO
+116.1%
-68.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.8% |
| 7D | +2.3% | -8.7% | +11.0% | +7.1% |
| 30D | +6.8% | -18.7% | +25.5% | +18.8% |
| 3M | -5.2% | -16.4% | +11.2% | +3.6% |
| 6M | +7.4% | -11.9% | +19.3% | +11.9% |
| YTD | +17.4% | +4.9% | +12.5% | +8.5% |
| 1Y | +27.1% | +6.2% | +20.9% | +16.4% |
| 3Y | +47.9% | +115.1% | -67.2% | +9.0% |
| All | +47.9% | +116.1% | -68.2% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling