+505.5%
SPMO vs ARWR
+706.0%
-200.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | +9.8% | -17.9% | +27.7% | +11.5% |
| 30D | -9.2% | -18.9% | +9.7% | -7.6% |
| 3M | -11.0% | -46.0% | +35.0% | -6.3% |
| 6M | -6.6% | -40.3% | +33.7% | -2.9% |
| YTD | +13.3% | -29.0% | +42.3% | +15.7% |
| 1Y | +12.7% | +13.8% | -1.2% | +9.8% |
| 3Y | +127.5% | +74.9% | +52.6% | +105.0% |
| 5Y | +117.4% | -36.2% | +153.6% | +106.6% |
| 10Y | +469.5% | +1,028.0% | -558.5% | +358.5% |
| All | +505.5% | +706.0% | -200.5% | +389.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling