+89.2%
USB vs SPMO
+455.3%
-366.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | -0.4% |
| 7D | +0.8% | -1.9% | +2.7% | +1.8% |
| 30D | +6.8% | -14.1% | +20.9% | +17.5% |
| 3M | -3.8% | -13.1% | +9.3% | +4.8% |
| 6M | +11.7% | -9.4% | +21.1% | +15.4% |
| YTD | +17.5% | +9.5% | +8.0% | +4.7% |
| 1Y | +33.8% | +10.5% | +23.2% | +18.2% |
| 3Y | +104.2% | +124.4% | -20.2% | +2.5% |
| 5Y | +26.4% | +110.5% | -84.1% | -33.4% |
| 10Y | +89.2% | +450.3% | -361.1% | -42.8% |
| All | +89.2% | +455.3% | -366.1% | -42.8% |
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