+122.9%
SPMO vs ECL
+79.8%
+43.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +6.3% | +2.9% | +3.5% | +5.6% |
| 30D | -8.9% | +7.5% | -16.4% | -10.6% |
| 3M | -13.2% | +12.2% | -25.5% | -15.9% |
| 6M | -9.3% | +24.6% | -33.8% | -15.6% |
| YTD | +11.6% | +18.8% | -7.2% | +5.0% |
| 1Y | +13.4% | +19.3% | -6.0% | +6.5% |
| 3Y | +122.9% | +78.2% | +44.7% | +87.5% |
| All | +122.9% | +79.8% | +43.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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