+22.0%
USB vs SPMO
+101.1%
-79.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.5% |
| 7D | 0.0% | -8.7% | +8.7% | +5.4% |
| 30D | +5.8% | -18.7% | +24.5% | +19.6% |
| 3M | -6.0% | -16.4% | +10.5% | +4.2% |
| 6M | +7.8% | -11.9% | +19.6% | +11.9% |
| YTD | +14.6% | +4.9% | +9.7% | +3.2% |
| 1Y | +31.8% | +6.2% | +25.6% | +17.3% |
| 3Y | +91.5% | +115.1% | -23.6% | -11.8% |
| All | +22.0% | +101.1% | -79.1% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling