-62.3%
W vs SPMO
+149.2%
-211.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +5.9% | +2.7% | +3.2% | +1.4% |
| 30D | -3.0% | +1.1% | -4.1% | -5.2% |
| 3M | +40.3% | +2.0% | +38.3% | +31.2% |
| 6M | +32.2% | +26.5% | +5.7% | -17.7% |
| YTD | -0.3% | +26.5% | -26.8% | -37.3% |
| 1Y | +16.2% | +27.9% | -11.8% | -28.8% |
| 3Y | +40.7% | +160.4% | -119.7% | -76.5% |
| 5Y | -62.3% | +151.5% | -213.8% | -93.1% |
| All | -62.3% | +149.2% | -211.5% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling