+148.2%
SPMO vs EIX
+22.7%
+125.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | -0.7% | -18.8% | +18.1% | +1.9% |
| 3M | +2.8% | -19.7% | +22.5% | +5.5% |
| 6M | +24.4% | -18.2% | +42.7% | +26.9% |
| YTD | +24.2% | -1.7% | +25.9% | +21.1% |
| 1Y | +24.5% | +7.8% | +16.7% | +18.5% |
| 3Y | +155.6% | -5.6% | +161.2% | +143.8% |
| 5Y | +148.2% | +23.7% | +124.5% | +119.4% |
| All | +148.2% | +22.7% | +125.5% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling