+573.2%
SPMO vs EIX
+40.2%
+533.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | +2.0% | -19.1% | +21.1% | +5.9% |
| 30D | -0.4% | -16.9% | +16.5% | +2.6% |
| 3M | -1.9% | -20.0% | +18.1% | +1.6% |
| 6M | +25.0% | -21.3% | +46.4% | +29.9% |
| YTD | +26.0% | -1.7% | +27.7% | +23.3% |
| 1Y | +28.7% | +9.6% | +19.1% | +22.1% |
| 3Y | +160.9% | -3.7% | +164.6% | +150.3% |
| 5Y | +147.9% | +22.6% | +125.3% | +120.1% |
| 10Y | +518.9% | +17.7% | +501.2% | +424.8% |
| All | +573.2% | +40.2% | +533.0% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling