+15.3%
U vs SPMO
-12.4%
+27.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +4.9% |
| 7D | +2.6% | +6.3% | -3.8% | +3.9% |
| 30D | +27.6% | -8.9% | +36.4% | +35.2% |
| 3M | +15.3% | -13.2% | +28.6% | +24.1% |
| All | +15.3% | -12.4% | +27.7% | +24.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling