+160.6%
SPMO vs EIX
-4.8%
+165.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +2.7% | +4.1% | -1.4% | +2.4% |
| 30D | +1.1% | -15.3% | +16.4% | +2.0% |
| 3M | +2.0% | -18.4% | +20.5% | +3.2% |
| 6M | +26.5% | -16.8% | +43.4% | +27.5% |
| YTD | +26.5% | -0.6% | +27.1% | +24.0% |
| 1Y | +27.9% | +10.7% | +17.3% | +23.1% |
| All | +160.6% | -4.8% | +165.3% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling