+1,802.9%
TER vs SPMO
+514.3%
+1,288.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -0.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -2.4% | -0.7% | -1.7% | -0.7% |
| 3M | +6.5% | +2.8% | +3.7% | +7.9% |
| 6M | +23.2% | +24.4% | -1.3% | -0.4% |
| YTD | +91.5% | +24.2% | +67.3% | +56.5% |
| 1Y | +214.8% | +24.5% | +190.3% | +159.2% |
| 3Y | +275.3% | +155.6% | +119.8% | +32.3% |
| 5Y | +211.9% | +148.2% | +63.7% | +16.5% |
| All | +1,802.9% | +514.3% | +1,288.6% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling