+19.3%
TPR vs SPMO
+11.0%
+8.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.8% |
| 7D | +12.6% | -8.9% | +21.5% | +15.5% |
| 30D | +7.1% | -13.8% | +20.9% | +11.7% |
| 3M | -19.4% | -12.5% | -6.8% | -16.5% |
| 6M | -9.7% | -1.5% | -8.2% | -18.1% |
| YTD | -1.0% | +11.3% | -12.3% | -20.2% |
| 1Y | +19.3% | +11.5% | +7.8% | -4.1% |
| All | +19.3% | +11.0% | +8.3% | -4.1% |
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 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