+9.4%
USB vs SPMO
-10.0%
+19.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -2.1% |
| 7D | -1.5% | -14.0% | +12.5% | -1.5% |
| 30D | +4.3% | -20.0% | +24.3% | +4.2% |
| 3M | -6.1% | -18.4% | +12.3% | -6.2% |
| 6M | +9.4% | -10.9% | +20.3% | +5.7% |
| All | +9.4% | -10.0% | +19.4% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling