+67.7%
V vs SPMO
+149.2%
-81.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | +2.7% | -5.6% | -4.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.2% |
| 3M | +13.2% | +2.0% | +11.2% | +10.2% |
| 6M | +16.7% | +26.5% | -9.8% | -1.8% |
| YTD | +5.4% | +26.5% | -21.1% | -11.4% |
| 1Y | +7.7% | +27.9% | -20.3% | -10.5% |
| 3Y | +52.0% | +160.4% | -108.4% | -29.4% |
| 5Y | +67.7% | +151.5% | -83.8% | -21.0% |
| All | +67.7% | +149.2% | -81.5% | -21.0% |
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 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