+84.9%
USB vs SPMO
+449.2%
-364.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | -2.6% | +4.1% | +3.0% |
| 30D | +6.4% | -14.2% | +20.7% | +17.3% |
| 3M | -4.5% | -12.7% | +8.2% | +3.7% |
| 6M | +11.4% | -9.6% | +20.9% | +15.1% |
| YTD | +17.1% | +9.3% | +7.8% | +4.4% |
| 1Y | +32.6% | +8.2% | +24.3% | +19.0% |
| 3Y | +101.8% | +119.4% | -17.6% | +3.1% |
| 5Y | +25.1% | +112.5% | -87.3% | -34.5% |
| 10Y | +84.9% | +449.2% | -364.4% | -44.2% |
| All | +84.9% | +449.2% | -364.4% | -44.2% |
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 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