+127.3%
VWO vs SPMO
+566.1%
-438.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -1.8% | -0.9% | -0.8% | -1.2% |
| 30D | -0.1% | -1.9% | +1.8% | +1.0% |
| 3M | +2.2% | -1.4% | +3.6% | +2.4% |
| 6M | +8.8% | +25.5% | -16.7% | -6.2% |
| YTD | +12.4% | +24.8% | -12.4% | -2.8% |
| 1Y | +15.6% | +24.5% | -8.9% | +0.1% |
| 3Y | +62.5% | +157.1% | -94.6% | -12.8% |
| 5Y | +34.3% | +149.5% | -115.2% | -27.3% |
| 10Y | +114.8% | +518.1% | -403.3% | -28.4% |
| All | +127.3% | +566.1% | -438.8% | -26.5% |
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