+113.3%
USB vs SPMO
+450.9%
-337.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | +2.7% |
| 7D | -1.5% | -14.0% | +12.5% | +8.5% |
| 30D | +4.3% | -20.0% | +24.3% | +20.1% |
| 3M | -6.1% | -18.4% | +12.3% | +6.5% |
| 6M | +9.4% | -10.9% | +20.3% | +13.8% |
| YTD | +15.2% | +3.2% | +11.9% | +7.0% |
| 1Y | +32.8% | +3.1% | +29.6% | +23.3% |
| 3Y | +91.3% | +113.3% | -22.0% | +1.0% |
| 5Y | +22.7% | +99.0% | -76.4% | -31.8% |
| 10Y | +97.0% | +414.1% | -317.1% | -37.5% |
| All | +113.3% | +450.9% | -337.6% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling