+158.9%
W vs SPMO
+572.4%
-413.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +0.2% |
| 7D | -4.2% | +2.0% | -6.2% | -6.9% |
| 30D | -7.6% | -0.4% | -7.2% | -7.4% |
| 3M | +37.2% | -1.9% | +39.0% | +37.5% |
| 6M | +26.3% | +25.0% | +1.3% | -14.0% |
| YTD | -1.0% | +26.0% | -27.0% | -32.8% |
| 1Y | +20.1% | +28.7% | -8.6% | -21.4% |
| 3Y | +37.8% | +160.9% | -123.1% | -67.6% |
| 5Y | -63.7% | +147.9% | -211.6% | -90.2% |
| 10Y | +156.3% | +518.9% | -362.6% | -70.6% |
| All | +158.9% | +572.4% | -413.6% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling