+114.4%
SPMO vs COMP
-10.9%
+125.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | +6.3% | 0.0% | +6.3% | +6.3% |
| 30D | -8.9% | +16.6% | -25.4% | -10.1% |
| 3M | -13.2% | -23.5% | +10.3% | -11.6% |
| 6M | -9.3% | +25.7% | -35.0% | -11.6% |
| YTD | +11.6% | -3.4% | +15.0% | +10.1% |
| 1Y | +13.4% | +7.6% | +5.8% | +10.9% |
| 3Y | +122.9% | +423.6% | -300.7% | +88.4% |
| All | +114.4% | -10.9% | +125.3% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling