+24.3%
W vs SPMO
+11.0%
+13.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.8% |
| 7D | +8.4% | -8.9% | +17.2% | +17.8% |
| 30D | +16.5% | -13.8% | +30.3% | +33.4% |
| 3M | +6.4% | -12.5% | +19.0% | +19.8% |
| 6M | +90.5% | -1.5% | +92.0% | +75.2% |
| YTD | +23.1% | +11.3% | +11.7% | -7.0% |
| 1Y | +24.3% | +11.5% | +12.8% | -6.0% |
| All | +24.3% | +11.0% | +13.3% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling