+575.8%
SPMO vs EFV
+153.7%
+422.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | +2.7% | -0.5% | +3.2% | +3.1% |
| 30D | +1.1% | 0.0% | +1.1% | +1.0% |
| 3M | +2.0% | +8.4% | -6.4% | -3.5% |
| 6M | +26.5% | +12.3% | +14.2% | +16.9% |
| YTD | +26.5% | +17.4% | +9.1% | +13.2% |
| 1Y | +27.9% | +27.1% | +0.8% | +8.3% |
| 3Y | +160.4% | +90.7% | +69.7% | +66.7% |
| 5Y | +151.5% | +95.6% | +55.9% | +57.4% |
| 10Y | +526.3% | +165.3% | +361.1% | +233.2% |
| All | +575.8% | +153.7% | +422.1% | +265.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling