+239.1%
TPR vs SPMO
+149.9%
+89.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.2% |
| 7D | -3.4% | +3.4% | -6.8% | -6.1% |
| 30D | -27.3% | +0.5% | -27.8% | -28.1% |
| 3M | -16.2% | +1.9% | -18.1% | -20.1% |
| 6M | -17.9% | +27.8% | -45.7% | -38.4% |
| YTD | -7.1% | +26.7% | -33.8% | -29.7% |
| 1Y | +13.6% | +28.9% | -15.3% | -15.4% |
| 3Y | +293.7% | +160.7% | +133.1% | +31.5% |
| 5Y | +239.1% | +150.2% | +88.9% | +21.2% |
| All | +239.1% | +149.9% | +89.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling