+517.6%
SPMO vs EL
+26.1%
+491.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -0.9% | -6.5% | +5.5% | +0.7% |
| 30D | -1.9% | +11.1% | -13.1% | -4.9% |
| 3M | -1.4% | +10.7% | -12.1% | -4.5% |
| 6M | +25.5% | +6.9% | +18.6% | +21.5% |
| YTD | +24.8% | -6.3% | +31.1% | +23.6% |
| 1Y | +24.5% | +13.5% | +11.0% | +16.3% |
| 3Y | +157.1% | -33.1% | +190.2% | +163.3% |
| 5Y | +149.5% | -68.8% | +218.3% | +231.2% |
| All | +517.6% | +26.1% | +491.5% | +459.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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