+228.2%
TER vs SPMO
+149.2%
+79.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.3% |
| 7D | +12.4% | +2.7% | +9.7% | +7.5% |
| 30D | +5.1% | +1.1% | +4.1% | +4.1% |
| 3M | +4.0% | +2.0% | +1.9% | +6.2% |
| 6M | +29.5% | +26.5% | +3.0% | -2.7% |
| YTD | +98.5% | +26.5% | +71.9% | +50.3% |
| 1Y | +234.1% | +27.9% | +206.2% | +151.8% |
| 3Y | +289.0% | +160.4% | +128.7% | +9.2% |
| 5Y | +228.2% | +151.5% | +76.7% | +0.1% |
| All | +228.2% | +149.2% | +79.0% | +0.1% |
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