-39.0%
U vs SPMO
+229.8%
-268.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -3.2% |
| 7D | -3.8% | +2.0% | -5.8% | -6.5% |
| 30D | +17.5% | -0.4% | +17.8% | +17.3% |
| 3M | +38.7% | -1.9% | +40.6% | +35.6% |
| 6M | +104.4% | +25.0% | +79.4% | +32.0% |
| YTD | -5.7% | +26.0% | -31.7% | -39.3% |
| 1Y | +3.7% | +28.7% | -25.0% | -34.8% |
| 3Y | +12.3% | +160.9% | -148.6% | -80.1% |
| 5Y | -68.8% | +147.9% | -216.7% | -93.6% |
| All | -39.0% | +229.8% | -268.8% | -92.0% |
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