+114.9%
T vs SPMO
+575.8%
-460.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.5% | +3.4% | -4.9% | -2.5% |
| 30D | +7.6% | +0.5% | +7.1% | +7.3% |
| 3M | +15.3% | +1.9% | +13.4% | +13.5% |
| 6M | -8.5% | +27.8% | -36.3% | -17.3% |
| YTD | +6.8% | +26.7% | -19.9% | -3.3% |
| 1Y | -7.2% | +28.9% | -36.1% | -16.8% |
| 3Y | +108.2% | +160.7% | -52.4% | +33.1% |
| 5Y | +66.1% | +150.2% | -84.1% | +7.1% |
| 10Y | +65.3% | +517.5% | -452.2% | -26.0% |
| All | +114.9% | +575.8% | -460.9% | -4.8% |
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