+124.1%
USB vs SPMO
+572.4%
-448.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -1.3% |
| 7D | +1.4% | +2.0% | -0.6% | +0.1% |
| 30D | -1.3% | -0.4% | -0.9% | -1.2% |
| 3M | +15.2% | -1.9% | +17.1% | +14.5% |
| 6M | +18.8% | +25.0% | -6.2% | -1.9% |
| YTD | +21.0% | +26.0% | -5.0% | -0.7% |
| 1Y | +34.0% | +28.7% | +5.3% | +8.0% |
| 3Y | +95.3% | +160.9% | -65.6% | -8.9% |
| 5Y | +40.4% | +147.9% | -107.5% | -32.1% |
| 10Y | +107.3% | +518.9% | -411.6% | -41.7% |
| All | +124.1% | +572.4% | -448.3% | -39.4% |
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