+497.2%
TPR vs SPMO
+483.2%
+14.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +12.1% | -2.6% | +14.7% | +13.7% |
| 30D | +16.7% | -14.2% | +30.9% | +32.4% |
| 3M | -17.4% | -12.7% | -4.7% | -8.8% |
| 6M | +2.3% | -9.6% | +11.8% | +5.5% |
| YTD | +7.1% | +9.3% | -2.2% | -9.1% |
| 1Y | +29.5% | +8.2% | +21.2% | +10.9% |
| 3Y | +415.0% | +119.4% | +295.7% | +107.5% |
| 5Y | +261.5% | +112.5% | +149.0% | +52.1% |
| 10Y | +383.3% | +449.2% | -65.9% | +4.4% |
| All | +497.2% | +483.2% | +14.0% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling