+157.1%
SPMO vs EFV
+90.2%
+66.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | -0.9% | -0.8% | -0.1% | -0.3% |
| 30D | -1.9% | +0.6% | -2.6% | -2.5% |
| 3M | -1.4% | +7.5% | -8.9% | -7.0% |
| 6M | +25.5% | +13.0% | +12.5% | +13.9% |
| YTD | +24.8% | +18.3% | +6.5% | +9.0% |
| 1Y | +24.5% | +26.7% | -2.2% | +3.0% |
| 3Y | +157.1% | +89.6% | +67.6% | +53.9% |
| All | +157.1% | +90.2% | +66.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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