+517.6%
SPMO vs BR
+189.7%
+327.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | -3.0% | +2.0% | +0.2% |
| 30D | -1.9% | -0.3% | -1.6% | -2.1% |
| 3M | -1.4% | +17.3% | -18.7% | -8.8% |
| 6M | +25.5% | -6.7% | +32.2% | +27.6% |
| YTD | +24.8% | -23.4% | +48.3% | +38.3% |
| 1Y | +24.5% | -32.7% | +57.2% | +46.5% |
| 3Y | +157.1% | -5.9% | +163.0% | +153.3% |
| 5Y | +149.5% | +8.4% | +141.1% | +123.8% |
| All | +517.6% | +189.7% | +327.9% | +290.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling