+160.6%
SPMO vs ECL
+54.1%
+106.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +2.7% | -2.7% | +5.5% | +3.5% |
| 30D | +1.1% | -4.3% | +5.4% | +2.3% |
| 3M | +2.0% | +3.2% | -1.2% | +0.4% |
| 6M | +26.5% | -2.9% | +29.4% | +27.0% |
| YTD | +26.5% | +4.3% | +22.3% | +23.4% |
| 1Y | +27.9% | +1.6% | +26.3% | +25.6% |
| All | +160.6% | +54.1% | +106.5% | +125.6% |
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