+157.1%
SPMO vs EAT
+578.9%
-421.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -0.9% | -7.7% | +6.8% | +0.1% |
| 30D | -1.9% | -13.6% | +11.7% | 0.0% |
| 3M | -1.4% | +33.9% | -35.2% | -6.0% |
| 6M | +25.5% | +47.2% | -21.7% | +17.2% |
| YTD | +24.8% | +48.1% | -23.2% | +16.2% |
| 1Y | +24.5% | +33.7% | -9.2% | +17.5% |
| 3Y | +157.1% | +595.8% | -438.6% | +94.8% |
| All | +157.1% | +578.9% | -421.7% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling