+148.2%
SPMO vs EL
-69.5%
+217.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +0.1% | -4.4% | +4.4% | +0.8% |
| 30D | -0.7% | +10.3% | -11.0% | -2.6% |
| 3M | +2.8% | +13.4% | -10.5% | +0.2% |
| 6M | +24.4% | +3.1% | +21.4% | +22.5% |
| YTD | +24.2% | -6.9% | +31.1% | +23.6% |
| 1Y | +24.5% | +11.9% | +12.6% | +19.0% |
| 3Y | +155.6% | -33.8% | +189.4% | +159.5% |
| 5Y | +148.2% | -69.0% | +217.1% | +225.8% |
| All | +148.2% | -69.5% | +217.7% | +225.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling