+273.7%
SAP vs SPMO
+572.4%
-298.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.9% |
| 7D | -2.9% | +2.0% | -4.9% | -4.1% |
| 30D | +9.0% | -0.4% | +9.4% | +9.1% |
| 3M | +14.9% | -1.9% | +16.8% | +13.1% |
| 6M | +11.9% | +25.0% | -13.1% | -8.8% |
| YTD | -9.9% | +26.0% | -35.9% | -27.2% |
| 1Y | -19.5% | +28.7% | -48.2% | -36.1% |
| 3Y | +61.8% | +160.9% | -99.1% | -26.4% |
| 5Y | +56.2% | +147.9% | -91.7% | -26.6% |
| 10Y | +180.6% | +518.9% | -338.3% | -22.3% |
| All | +273.7% | +572.4% | -298.7% | -0.2% |
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