+31.1%
USB vs SPMO
+12.3%
+18.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +9.8% | -8.6% | -0.1% |
| 30D | +6.3% | -9.2% | +15.5% | +7.5% |
| 3M | -6.1% | -11.0% | +4.8% | -4.8% |
| 6M | +13.0% | -6.6% | +19.6% | +10.9% |
| YTD | +16.6% | +13.3% | +3.2% | +2.6% |
| 1Y | +31.1% | +12.7% | +18.5% | +16.0% |
| All | +31.1% | +12.3% | +18.9% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling