+195.0%
SPMO vs COMP
-47.7%
+242.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | +2.0% | +1.4% | +0.6% | +1.9% |
| 30D | -0.4% | -13.3% | +13.0% | +0.7% |
| 3M | -1.9% | +41.1% | -43.0% | -4.9% |
| 6M | +25.0% | +17.2% | +7.9% | +22.2% |
| YTD | +26.0% | +5.2% | +20.8% | +23.9% |
| 1Y | +28.7% | +18.9% | +9.7% | +24.9% |
| 3Y | +160.9% | +215.9% | -55.0% | +129.1% |
| 5Y | +147.9% | -31.2% | +179.1% | +135.8% |
| All | +195.0% | -47.7% | +242.7% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling