+573.2%
SPMO vs ECL
+161.4%
+411.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +2.0% | -2.6% | +4.6% | +3.1% |
| 30D | -0.4% | -2.2% | +1.8% | +0.4% |
| 3M | -1.9% | +10.1% | -12.0% | -6.4% |
| 6M | +25.0% | -5.7% | +30.8% | +27.2% |
| YTD | +26.0% | +7.0% | +19.1% | +21.2% |
| 1Y | +28.7% | +2.7% | +26.0% | +25.5% |
| 3Y | +160.9% | +57.7% | +103.2% | +108.8% |
| 5Y | +147.9% | +31.1% | +116.8% | +111.5% |
| 10Y | +518.9% | +150.9% | +368.1% | +312.6% |
| All | +573.2% | +161.4% | +411.8% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling