+155.2%
W vs SPMO
+517.6%
-362.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.3% |
| 7D | -0.9% | -0.9% | +0.1% | +0.6% |
| 30D | -4.2% | -1.9% | -2.3% | -1.7% |
| 3M | +26.9% | -1.4% | +28.2% | +25.9% |
| 6M | +31.2% | +25.5% | +5.7% | -12.0% |
| YTD | -1.8% | +24.8% | -26.7% | -33.0% |
| 1Y | +9.3% | +24.5% | -15.2% | -25.2% |
| 3Y | +33.2% | +157.1% | -123.9% | -69.1% |
| 5Y | -62.4% | +149.5% | -211.9% | -90.3% |
| All | +155.2% | +517.6% | -362.4% | -66.6% |
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