-38.0%
VG vs SPMO
+50.0%
-88.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -2.5% | +3.4% | -5.9% | -4.0% |
| 30D | +11.1% | +0.5% | +10.6% | +10.6% |
| 3M | +14.9% | +1.9% | +13.0% | +11.6% |
| 6M | +18.4% | +27.8% | -9.5% | -11.9% |
| YTD | +116.6% | +26.7% | +89.9% | +62.4% |
| 1Y | +9.4% | +28.9% | -19.5% | -19.2% |
| All | -38.0% | +50.0% | -88.0% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling