-56.8%
W vs SPMO
+118.7%
-175.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +9.8% | -11.5% | -15.2% |
| 30D | +3.2% | -9.2% | +12.4% | +18.9% |
| 3M | +8.3% | -11.0% | +19.2% | +27.3% |
| 6M | +84.3% | -6.6% | +90.9% | +93.2% |
| YTD | +11.0% | +13.3% | -2.3% | -18.5% |
| 1Y | -0.2% | +12.7% | -12.9% | -26.3% |
| 3Y | +157.9% | +127.5% | +30.4% | -47.9% |
| 5Y | -56.8% | +117.4% | -174.1% | -91.0% |
| All | -56.8% | +118.7% | -175.5% | -91.0% |
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 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