+517.6%
SPMO vs EIX
+19.9%
+497.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -0.9% | -1.4% | +0.4% | -0.7% |
| 30D | -1.9% | -19.3% | +17.4% | +1.8% |
| 3M | -1.4% | -21.7% | +20.3% | +2.9% |
| 6M | +25.5% | -19.8% | +45.3% | +29.8% |
| YTD | +24.8% | -3.0% | +27.9% | +22.4% |
| 1Y | +24.5% | +5.1% | +19.4% | +19.1% |
| 3Y | +157.1% | -7.0% | +164.1% | +148.4% |
| 5Y | +149.5% | +22.0% | +127.5% | +120.2% |
| All | +517.6% | +19.9% | +497.7% | +418.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling