+19.6%
SW vs SPMO
+160.5%
-140.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.3% |
| 7D | -5.1% | +2.0% | -7.1% | -6.2% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | +9.4% | -1.9% | +11.3% | +9.4% |
| 6M | +3.5% | +25.0% | -21.5% | -11.9% |
| YTD | +22.0% | +26.0% | -4.0% | +3.1% |
| 1Y | +2.2% | +28.7% | -26.5% | -14.8% |
| All | +19.6% | +160.5% | -140.9% | -26.7% |
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