+67.8%
SAP vs SPMO
+128.1%
-60.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +9.8% | -13.7% | -6.4% |
| 30D | +6.5% | -9.2% | +15.7% | +9.4% |
| 3M | +14.7% | -11.0% | +25.6% | +18.3% |
| 6M | +39.9% | -6.6% | +46.6% | +37.4% |
| YTD | -2.0% | +13.3% | -15.3% | -15.7% |
| 1Y | -6.0% | +12.7% | -18.7% | -18.9% |
| All | +67.8% | +128.1% | -60.4% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling