+151.5%
SPMO vs A
-16.2%
+167.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +2.7% | -4.4% | +7.1% | +4.1% |
| 30D | +1.1% | -2.7% | +3.7% | +1.8% |
| 3M | +2.0% | +7.0% | -5.0% | -0.4% |
| 6M | +26.5% | +24.6% | +1.9% | +17.0% |
| YTD | +26.5% | +7.0% | +19.5% | +22.7% |
| 1Y | +27.9% | +15.6% | +12.4% | +20.4% |
| 3Y | +160.4% | +29.9% | +130.5% | +128.1% |
| 5Y | +151.5% | -15.4% | +166.9% | +152.2% |
| All | +151.5% | -16.2% | +167.7% | +152.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling