+165.3%
SPMO vs COMP
-51.7%
+217.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.5% |
| 7D | +1.8% | +2.2% | -0.4% | +1.6% |
| 30D | -10.0% | +16.3% | -26.3% | -11.2% |
| 3M | -9.4% | -19.1% | +9.8% | -8.1% |
| 6M | -7.7% | +17.1% | -24.8% | -9.5% |
| YTD | +13.3% | -2.9% | +16.3% | +11.9% |
| 1Y | +12.7% | +8.8% | +3.9% | +10.2% |
| 3Y | +127.5% | +423.5% | -296.0% | +92.7% |
| 5Y | +119.7% | -10.5% | +130.1% | +105.6% |
| All | +165.3% | -51.7% | +217.0% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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