+88.3%
T vs SPMO
+495.2%
-406.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +2.5% | +6.3% | -3.8% | +0.8% |
| 30D | -3.8% | -8.9% | +5.1% | -1.6% |
| 3M | -8.7% | -13.2% | +4.5% | -5.5% |
| 6M | -8.1% | -9.3% | +1.1% | -7.2% |
| YTD | -6.4% | +11.6% | -18.0% | -12.6% |
| 1Y | -9.8% | +13.4% | -23.1% | -16.3% |
| 3Y | +65.5% | +122.9% | -57.4% | +10.9% |
| 5Y | +57.0% | +113.9% | -57.0% | +6.1% |
| 10Y | +60.8% | +460.5% | -399.7% | -25.8% |
| All | +88.3% | +495.2% | -406.9% | -13.9% |
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