+56.8%
SAP vs SPMO
+149.9%
-93.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.9% |
| 7D | -0.3% | +3.4% | -3.6% | -1.9% |
| 30D | +2.6% | +0.5% | +2.1% | +2.2% |
| 3M | +16.3% | +1.9% | +14.3% | +12.1% |
| 6M | +6.4% | +27.8% | -21.4% | -13.7% |
| YTD | -11.4% | +26.7% | -38.1% | -27.8% |
| 1Y | -20.4% | +28.9% | -49.3% | -36.2% |
| 3Y | +56.5% | +160.7% | -104.2% | -29.8% |
| 5Y | +56.8% | +150.2% | -93.4% | -29.1% |
| All | +56.8% | +149.9% | -93.1% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling