+145.5%
SPMO vs COMP
-52.0%
+197.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.7% | -9.1% | +0.7% |
| 7D | -8.7% | +13.4% | -22.1% | -9.7% |
| 30D | -18.7% | +11.1% | -29.8% | -19.5% |
| 3M | -16.4% | -18.8% | +2.4% | -15.3% |
| 6M | -11.9% | +10.5% | -22.4% | -13.2% |
| YTD | +4.9% | -3.4% | +8.3% | +3.6% |
| 1Y | +6.2% | +19.7% | -13.5% | +3.1% |
| 3Y | +115.1% | +381.6% | -266.5% | +83.3% |
| 5Y | +102.2% | -17.6% | +119.8% | +90.3% |
| All | +145.5% | -52.0% | +197.5% | +135.6% |
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