-52.7%
TEAM vs SPMO
+145.0%
-197.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +2.5% |
| 7D | -7.8% | +0.1% | -7.8% | -7.9% |
| 30D | +16.5% | -0.7% | +17.2% | +16.7% |
| 3M | +96.2% | +2.8% | +93.3% | +80.8% |
| 6M | +130.2% | +24.4% | +105.8% | +65.4% |
| YTD | +10.7% | +24.2% | -13.4% | -20.7% |
| 1Y | +3.0% | +24.5% | -21.5% | -26.9% |
| 3Y | -13.1% | +155.6% | -168.7% | -78.2% |
| 5Y | -52.7% | +148.2% | -200.9% | -87.1% |
| All | -52.7% | +145.0% | -197.7% | -87.1% |
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