-39.3%
VG vs SPMO
+49.3%
-88.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.1% |
| 7D | +1.7% | +2.0% | -0.3% | +0.7% |
| 30D | +16.0% | -0.4% | +16.4% | +16.0% |
| 3M | +9.7% | -1.9% | +11.6% | +9.3% |
| 6M | +29.6% | +25.0% | +4.5% | -1.0% |
| YTD | +112.0% | +26.0% | +86.0% | +59.4% |
| 1Y | +12.8% | +28.7% | -15.9% | -16.9% |
| All | -39.3% | +49.3% | -88.6% | -58.4% |
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