+69.5%
T vs SPMO
+149.5%
-80.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +2.0% |
| 7D | +1.5% | -0.9% | +2.4% | +1.5% |
| 30D | +7.5% | -1.9% | +9.4% | +7.6% |
| 3M | +14.8% | -1.4% | +16.2% | +14.6% |
| 6M | -1.7% | +25.5% | -27.2% | -5.8% |
| YTD | +8.7% | +24.8% | -16.2% | +4.2% |
| 1Y | -7.5% | +24.5% | -32.0% | -11.3% |
| 3Y | +110.2% | +157.1% | -46.9% | +53.6% |
| All | +69.5% | +149.5% | -80.0% | +19.7% |
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 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