+573.2%
SPMO vs A
+356.0%
+217.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +2.0% | -1.9% | +3.9% | +2.8% |
| 30D | -0.4% | +6.9% | -7.3% | -3.1% |
| 3M | -1.9% | +9.2% | -11.1% | -5.6% |
| 6M | +25.0% | +25.7% | -0.6% | +12.8% |
| YTD | +26.0% | +11.5% | +14.5% | +19.0% |
| 1Y | +28.7% | +18.4% | +10.3% | +17.8% |
| 3Y | +160.9% | +26.6% | +134.3% | +124.5% |
| 5Y | +147.9% | -12.8% | +160.7% | +146.7% |
| 10Y | +518.9% | +247.2% | +271.7% | +276.2% |
| All | +573.2% | +356.0% | +217.2% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling