+171.3%
SAP vs SPMO
+514.3%
-343.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.3% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | -1.8% | -0.7% | -1.1% | -1.5% |
| 3M | +20.9% | +2.8% | +18.1% | +14.9% |
| 6M | +7.0% | +24.4% | -17.4% | -13.0% |
| YTD | -13.7% | +24.2% | -37.9% | -29.9% |
| 1Y | -19.6% | +24.5% | -44.1% | -34.9% |
| 3Y | +52.4% | +155.6% | -103.2% | -30.9% |
| 5Y | +54.4% | +148.2% | -93.8% | -28.8% |
| All | +171.3% | +514.3% | -343.0% | -27.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling