+47.4%
TER vs SPMO
+11.2%
+36.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -1.7% |
| 7D | +14.4% | +6.3% | +8.0% | -0.2% |
| 30D | -30.6% | -8.9% | -21.7% | -11.8% |
| 3M | -39.2% | -13.2% | -26.0% | -11.7% |
| 6M | -31.3% | -9.3% | -22.0% | -4.3% |
| YTD | +29.1% | +11.6% | +17.5% | +15.0% |
| 1Y | +47.4% | +13.4% | +34.1% | +26.6% |
| All | +47.4% | +11.2% | +36.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling