+517.6%
SPMO vs BG
+166.7%
+350.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.9% |
| 7D | -0.9% | +3.1% | -4.1% | -1.6% |
| 30D | -1.9% | +10.2% | -12.1% | -4.0% |
| 3M | -1.4% | -1.7% | +0.3% | -1.3% |
| 6M | +25.5% | +1.0% | +24.5% | +24.5% |
| YTD | +24.8% | +39.9% | -15.1% | +15.1% |
| 1Y | +24.5% | +53.2% | -28.7% | +12.0% |
| 3Y | +157.1% | +16.3% | +140.9% | +142.7% |
| 5Y | +149.5% | +83.9% | +65.6% | +106.5% |
| All | +517.6% | +166.7% | +350.9% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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