+573.2%
SPMO vs ARWR
+1,375.9%
-802.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.0% | +1.7% | +0.3% | +1.8% |
| 30D | -0.4% | -0.7% | +0.3% | -0.3% |
| 3M | -1.9% | +14.9% | -16.8% | -3.3% |
| 6M | +25.0% | +32.6% | -7.6% | +21.4% |
| YTD | +26.0% | +30.0% | -4.0% | +22.3% |
| 1Y | +28.7% | +208.4% | -179.7% | +14.9% |
| 3Y | +160.9% | +208.8% | -47.9% | +123.8% |
| 5Y | +147.9% | +27.8% | +120.1% | +122.1% |
| 10Y | +518.9% | +1,107.6% | -588.6% | +374.8% |
| All | +573.2% | +1,375.9% | -802.7% | +416.9% |
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