+150.2%
SPMO vs ES
-2.9%
+153.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +0.5% | -1.2% | +1.7% | +0.7% |
| 3M | +1.9% | +5.0% | -3.1% | +1.0% |
| 6M | +27.8% | -2.8% | +30.6% | +28.0% |
| YTD | +26.7% | +8.6% | +18.1% | +24.6% |
| 1Y | +28.9% | +18.9% | +10.0% | +24.2% |
| 3Y | +160.7% | +32.1% | +128.5% | +142.3% |
| 5Y | +150.2% | -5.1% | +155.2% | +151.3% |
| All | +150.2% | -2.9% | +153.0% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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