+449.7%
VUG vs SPMO
+575.8%
-126.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +0.9% | +3.4% | -2.5% | -2.0% |
| 30D | -1.4% | +0.5% | -2.0% | -2.0% |
| 3M | +2.3% | +1.9% | +0.4% | -0.8% |
| 6M | +15.7% | +27.8% | -12.1% | -9.4% |
| YTD | +8.6% | +26.7% | -18.0% | -14.3% |
| 1Y | +14.1% | +28.9% | -14.8% | -11.5% |
| 3Y | +87.9% | +160.7% | -72.8% | -23.3% |
| 5Y | +76.3% | +150.2% | -73.9% | -25.1% |
| 10Y | +409.7% | +517.5% | -107.9% | +24.7% |
| All | +449.7% | +575.8% | -126.1% | +30.2% |
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