+517.6%
SPMO vs A
+256.4%
+261.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.5% |
| 7D | -0.9% | -2.6% | +1.7% | +0.1% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | -1.4% | +13.6% | -15.0% | -6.8% |
| 6M | +25.5% | +27.8% | -2.3% | +11.6% |
| YTD | +24.8% | +8.6% | +16.2% | +18.7% |
| 1Y | +24.5% | +16.9% | +7.6% | +13.9% |
| 3Y | +157.1% | +32.9% | +124.2% | +113.2% |
| 5Y | +149.5% | -14.1% | +163.6% | +150.5% |
| All | +517.6% | +256.4% | +261.2% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling