+514.3%
SPMO vs EAT
+379.9%
+134.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +0.1% | -6.2% | +6.3% | +0.9% |
| 30D | -0.7% | -3.0% | +2.3% | -0.4% |
| 3M | +2.8% | +45.6% | -42.8% | -2.8% |
| 6M | +24.4% | +53.5% | -29.1% | +16.1% |
| YTD | +24.2% | +49.6% | -25.4% | +16.1% |
| 1Y | +24.5% | +38.9% | -14.4% | +17.0% |
| 3Y | +155.6% | +589.7% | -434.1% | +89.1% |
| 5Y | +148.2% | +318.7% | -170.5% | +89.9% |
| All | +514.3% | +379.9% | +134.5% | +313.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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