+316.3%
TPR vs SPMO
+517.6%
-201.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.7% | +1.7% |
| 7D | -3.0% | -0.9% | -2.0% | -2.2% |
| 30D | -22.6% | -1.9% | -20.7% | -21.7% |
| 3M | -18.2% | -1.4% | -16.8% | -19.7% |
| 6M | -18.0% | +25.5% | -43.5% | -38.0% |
| YTD | -6.4% | +24.8% | -31.2% | -28.9% |
| 1Y | +12.3% | +24.5% | -12.2% | -14.3% |
| 3Y | +298.7% | +157.1% | +141.5% | +36.3% |
| 5Y | +232.5% | +149.5% | +83.0% | +19.2% |
| All | +316.3% | +517.6% | -201.3% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling