+210.2%
TER vs SPMO
+128.1%
+82.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +1.3% |
| 7D | +5.9% | +1.8% | +4.1% | +3.7% |
| 30D | -30.8% | -10.0% | -20.8% | -13.8% |
| 3M | -29.9% | -9.4% | -20.6% | -12.4% |
| 6M | -27.5% | -7.7% | -19.8% | -6.6% |
| YTD | +37.5% | +13.3% | +24.1% | +29.0% |
| 1Y | +50.3% | +12.7% | +37.6% | +43.0% |
| All | +210.2% | +128.1% | +82.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling