-18.7%
SAP vs SPMO
+24.6%
-43.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.3% |
| 7D | -4.1% | -0.9% | -3.1% | -4.2% |
| 30D | +1.1% | -1.9% | +3.0% | +0.7% |
| 3M | +26.1% | -1.4% | +27.5% | +24.9% |
| 6M | +9.8% | +25.5% | -15.7% | -0.4% |
| YTD | -13.6% | +24.8% | -38.4% | -21.6% |
| 1Y | -18.7% | +24.5% | -43.2% | -25.6% |
| All | -18.7% | +24.6% | -43.3% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling