+89.2%
TER vs SPMO
+119.2%
-30.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.6% | +1.9% |
| 7D | +5.9% | +1.8% | +4.1% | +4.1% |
| 30D | -30.8% | -10.0% | -20.8% | -15.2% |
| 3M | -29.9% | -9.4% | -20.6% | -13.7% |
| 6M | -27.5% | -7.7% | -19.8% | -8.1% |
| YTD | +37.5% | +13.3% | +24.1% | +29.7% |
| 1Y | +50.3% | +12.7% | +37.6% | +43.8% |
| 3Y | +204.9% | +127.5% | +77.4% | +11.0% |
| 5Y | +89.2% | +119.7% | -30.5% | -25.7% |
| All | +89.2% | +119.2% | -30.1% | -25.7% |
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