+210.1%
W vs SPMO
+460.5%
-250.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +2.7% |
| 7D | +0.2% | +6.3% | -6.2% | -8.9% |
| 30D | +6.8% | -8.9% | +15.7% | +21.4% |
| 3M | +10.7% | -13.2% | +23.9% | +34.3% |
| 6M | +86.3% | -9.3% | +95.6% | +106.1% |
| YTD | +11.5% | +11.6% | -0.1% | -11.5% |
| 1Y | +5.1% | +13.4% | -8.3% | -19.1% |
| 3Y | +171.0% | +122.9% | +48.1% | -23.8% |
| 5Y | -56.6% | +113.9% | -170.5% | -86.2% |
| All | +210.1% | +460.5% | -250.4% | -48.3% |
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