+70.3%
T vs SPMO
+517.6%
-447.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +7.5% | -1.9% | +9.4% | +8.0% |
| 3M | +14.8% | -1.4% | +16.2% | +14.2% |
| 6M | -1.7% | +25.5% | -27.2% | -10.9% |
| YTD | +8.7% | +24.8% | -16.2% | -1.5% |
| 1Y | -7.5% | +24.5% | -32.0% | -16.2% |
| 3Y | +110.2% | +157.1% | -46.9% | +33.0% |
| 5Y | +71.6% | +149.5% | -77.8% | +9.0% |
| All | +70.3% | +517.6% | -447.3% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling