+122.7%
SW vs SPMO
+450.9%
-328.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +1.4% |
| 7D | +4.7% | -14.0% | +18.7% | +11.0% |
| 30D | +5.0% | -20.0% | +25.0% | +14.5% |
| 3M | -7.3% | -18.4% | +11.0% | +0.1% |
| 6M | +15.0% | -10.9% | +25.9% | +19.1% |
| YTD | +18.5% | +3.2% | +15.3% | +15.2% |
| 1Y | +27.1% | +3.1% | +24.0% | +23.6% |
| 3Y | +49.3% | +113.3% | -64.0% | +11.2% |
| 5Y | -1.6% | +99.0% | -100.7% | -25.8% |
| 10Y | +185.4% | +414.1% | -228.7% | +61.5% |
| All | +122.7% | +450.9% | -328.1% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling