+505.5%
SPMO vs A
+423.7%
+81.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | +9.8% | +0.7% | +9.1% | +9.5% |
| 30D | -9.2% | +0.8% | -10.0% | -9.4% |
| 3M | -11.0% | +16.9% | -27.8% | -16.3% |
| 6M | -6.6% | +53.8% | -60.4% | -22.0% |
| YTD | +13.3% | +28.1% | -14.8% | +1.4% |
| 1Y | +12.7% | +15.0% | -2.4% | +5.2% |
| 3Y | +127.5% | +63.1% | +64.4% | +76.7% |
| 5Y | +117.4% | +11.5% | +105.9% | +94.8% |
| 10Y | +469.5% | +303.2% | +166.3% | +227.7% |
| All | +505.5% | +423.7% | +81.7% | +239.5% |
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