+32.4%
TPR vs SPMO
+12.7%
+19.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.2% |
| 7D | +6.4% | +1.8% | +4.6% | +6.0% |
| 30D | +13.8% | -10.0% | +23.8% | +16.8% |
| 3M | -16.6% | -9.4% | -7.3% | -14.9% |
| 6M | +0.7% | -7.7% | +8.3% | -1.6% |
| YTD | +5.3% | +13.3% | -8.0% | -13.9% |
| 1Y | +32.4% | +12.7% | +19.7% | +8.6% |
| All | +32.4% | +12.7% | +19.7% | +8.6% |
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 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