+460.5%
SPMO vs ARWR
+1,024.2%
-563.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +6.3% | -17.8% | +24.2% | +8.2% |
| 30D | -8.9% | -18.1% | +9.3% | -7.3% |
| 3M | -13.2% | -44.2% | +31.0% | -8.5% |
| 6M | -9.3% | -38.6% | +29.4% | -5.5% |
| YTD | +11.6% | -28.0% | +39.6% | +13.9% |
| 1Y | +13.4% | +16.1% | -2.8% | +10.0% |
| 3Y | +122.9% | +84.0% | +38.9% | +97.7% |
| 5Y | +113.9% | -35.4% | +149.3% | +102.2% |
| All | +460.5% | +1,024.2% | -563.7% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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