+114.4%
SPMO vs EIX
+18.4%
+96.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +6.3% | +1.4% | +5.0% | +6.1% |
| 30D | -8.9% | +8.5% | -17.4% | -10.1% |
| 3M | -13.2% | -13.5% | +0.2% | -11.8% |
| 6M | -9.3% | -12.4% | +3.1% | -8.5% |
| YTD | +11.6% | +5.9% | +5.6% | +7.4% |
| 1Y | +13.4% | +7.6% | +5.8% | +8.6% |
| 3Y | +122.9% | +12.8% | +110.1% | +101.9% |
| All | +114.4% | +18.4% | +96.0% | +86.3% |
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