+1,955.9%
TER vs SPMO
+572.4%
+1,383.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +3.3% |
| 7D | +0.6% | +2.0% | -1.4% | -2.0% |
| 30D | -8.3% | -0.4% | -7.9% | -7.2% |
| 3M | -12.2% | -1.9% | -10.3% | -5.0% |
| 6M | +17.1% | +25.0% | -8.0% | -5.4% |
| YTD | +84.7% | +26.0% | +58.6% | +48.5% |
| 1Y | +199.9% | +28.7% | +171.2% | +137.5% |
| 3Y | +232.8% | +160.9% | +71.9% | +16.9% |
| 5Y | +198.6% | +147.9% | +50.7% | +13.9% |
| 10Y | +1,669.7% | +518.9% | +1,150.8% | +244.9% |
| All | +1,955.9% | +572.4% | +1,383.5% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling