+306.6%
SAP vs SPMO
+504.7%
-198.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.9% | +9.8% | -13.7% | -9.3% |
| 30D | +6.5% | -9.2% | +15.7% | +12.2% |
| 3M | +14.7% | -11.0% | +25.6% | +21.8% |
| 6M | +39.9% | -6.6% | +46.6% | +39.1% |
| YTD | -2.0% | +13.3% | -15.3% | -16.3% |
| 1Y | -6.0% | +12.7% | -18.7% | -19.4% |
| 3Y | +67.7% | +127.5% | -59.8% | -17.4% |
| 5Y | +78.8% | +117.4% | -38.6% | -9.4% |
| 10Y | +229.3% | +469.5% | -240.2% | -4.3% |
| All | +306.6% | +504.7% | -198.1% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling