+175.5%
SAP vs SPMO
+525.9%
-350.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.3% | +2.7% | -3.0% | -2.0% |
| 30D | +0.3% | +1.1% | -0.8% | -0.6% |
| 3M | +16.9% | +2.0% | +14.8% | +11.9% |
| 6M | +6.3% | +26.5% | -20.2% | -14.4% |
| YTD | -12.4% | +26.5% | -38.9% | -29.7% |
| 1Y | -21.6% | +27.9% | -49.6% | -37.8% |
| 3Y | +54.8% | +160.4% | -105.6% | -30.7% |
| 5Y | +56.2% | +151.5% | -95.3% | -28.6% |
| All | +175.5% | +525.9% | -350.4% | -27.7% |
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