-35.7%
U vs SPMO
+226.7%
-262.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +3.7% |
| 7D | +5.5% | -0.9% | +6.5% | +7.0% |
| 30D | -1.3% | -1.9% | +0.6% | +1.0% |
| 3M | +64.6% | -1.4% | +65.9% | +60.6% |
| 6M | +119.4% | +25.5% | +93.9% | +40.3% |
| YTD | -0.5% | +24.8% | -25.3% | -35.1% |
| 1Y | +1.3% | +24.5% | -23.2% | -32.8% |
| 3Y | +15.6% | +157.1% | -141.5% | -79.0% |
| 5Y | -67.5% | +149.5% | -217.0% | -93.4% |
| All | -35.7% | +226.7% | -262.4% | -91.5% |
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