+415.0%
TPR vs SPMO
+122.8%
+292.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +12.1% | -2.6% | +14.7% | +13.2% |
| 30D | +16.7% | -14.2% | +30.9% | +27.0% |
| 3M | -17.4% | -12.7% | -4.7% | -11.7% |
| 6M | +2.3% | -9.6% | +11.8% | +3.3% |
| YTD | +7.1% | +9.3% | -2.2% | -8.3% |
| 1Y | +29.5% | +8.2% | +21.2% | +11.7% |
| 3Y | +415.0% | +119.4% | +295.7% | +136.4% |
| All | +415.0% | +122.8% | +292.3% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling