+28.9%
SYY vs SPMO
+155.8%
-126.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +3.9% | -0.9% | +4.9% | +4.0% |
| 30D | -1.7% | -1.9% | +0.2% | -1.6% |
| 3M | +5.2% | -1.4% | +6.5% | +5.0% |
| 6M | -0.2% | +25.5% | -25.7% | -5.6% |
| YTD | +15.4% | +24.8% | -9.5% | +9.2% |
| 1Y | +5.6% | +24.5% | -18.9% | -0.1% |
| 3Y | +28.9% | +157.1% | -128.3% | +1.4% |
| All | +28.9% | +155.8% | -126.9% | +1.4% |
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 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