+483.9%
SPMO vs ARWR
+737.6%
-253.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.6% | -17.7% | +15.0% | -1.1% |
| 30D | -14.2% | -21.9% | +7.7% | -12.5% |
| 3M | -12.7% | -44.5% | +31.9% | -8.3% |
| 6M | -9.6% | -32.6% | +23.0% | -6.9% |
| YTD | +9.3% | -26.2% | +35.5% | +11.2% |
| 1Y | +8.2% | +23.0% | -14.7% | +4.8% |
| 3Y | +119.4% | +81.8% | +37.6% | +97.0% |
| 5Y | +112.5% | -36.0% | +148.5% | +101.8% |
| 10Y | +449.2% | +1,039.5% | -590.3% | +340.7% |
| All | +483.9% | +737.6% | -253.7% | +370.0% |
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