-49.3%
TE vs SPMO
+149.5%
-198.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | -0.2% |
| 7D | +0.2% | -0.9% | +1.2% | +2.0% |
| 30D | -5.9% | -1.9% | -4.0% | -2.5% |
| 3M | -45.6% | -1.4% | -44.2% | -42.1% |
| 6M | -43.4% | +25.5% | -68.9% | -57.4% |
| YTD | -31.0% | +24.8% | -55.8% | -47.1% |
| 1Y | +145.2% | +24.5% | +120.7% | +92.0% |
| 3Y | -24.1% | +157.1% | -181.2% | -77.8% |
| All | -49.3% | +149.5% | -198.8% | -83.7% |
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