+28.7%
SPMO vs BR
-29.1%
+57.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +4.9% | +0.8% |
| 7D | +2.0% | -5.3% | +7.3% | +0.8% |
| 30D | -0.4% | +6.4% | -6.8% | +1.1% |
| 3M | -1.9% | +13.6% | -15.5% | +2.4% |
| 6M | +25.0% | -6.7% | +31.7% | +28.9% |
| YTD | +26.0% | -21.1% | +47.1% | +30.8% |
| 1Y | +28.7% | -29.6% | +58.2% | +35.3% |
| All | +28.7% | -29.1% | +57.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling