-2.3%
SW vs SPMO
+109.7%
-112.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.9% |
| 7D | +1.8% | -1.9% | +3.8% | +2.6% |
| 30D | +7.0% | -14.1% | +21.1% | +15.1% |
| 3M | -7.6% | -13.1% | +5.4% | -1.5% |
| 6M | +8.5% | -9.4% | +17.9% | +12.0% |
| YTD | +17.7% | +9.5% | +8.2% | +8.5% |
| 1Y | +27.1% | +10.5% | +16.6% | +16.5% |
| 3Y | +48.2% | +124.4% | -76.2% | -3.2% |
| 5Y | -2.3% | +110.5% | -112.9% | -37.6% |
| All | -2.3% | +109.7% | -112.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling