+563.4%
SPMO vs BR
+256.0%
+307.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +0.1% | -6.0% | +6.0% | +2.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.6% |
| 3M | +2.8% | +16.4% | -13.5% | -4.3% |
| 6M | +24.4% | -8.2% | +32.6% | +27.3% |
| YTD | +24.2% | -23.2% | +47.4% | +36.8% |
| 1Y | +24.5% | -30.9% | +55.4% | +43.7% |
| 3Y | +155.6% | -5.0% | +160.6% | +151.2% |
| 5Y | +148.2% | +8.8% | +139.4% | +124.0% |
| 10Y | +514.8% | +190.1% | +324.7% | +305.8% |
| All | +563.4% | +256.0% | +307.4% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling