+495.9%
SPMO vs EL
+52.4%
+443.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +6.3% | +1.5% | +4.8% | +6.0% |
| 30D | -8.9% | +10.0% | -18.9% | -11.0% |
| 3M | -13.2% | +28.4% | -41.6% | -18.8% |
| 6M | -9.3% | +37.1% | -46.3% | -17.0% |
| YTD | +11.6% | +7.8% | +3.7% | +6.6% |
| 1Y | +13.4% | +26.0% | -12.7% | +3.8% |
| 3Y | +122.9% | +3.8% | +119.1% | +101.2% |
| 5Y | +113.9% | -65.2% | +179.1% | +173.2% |
| 10Y | +460.5% | +62.1% | +398.4% | +403.5% |
| All | +495.9% | +52.4% | +443.5% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling