+485.0%
SPMO vs ES
+101.3%
+383.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | -1.9% | -0.1% | -1.8% | -2.0% |
| 30D | -14.1% | +5.7% | -19.8% | -15.6% |
| 3M | -13.1% | -2.8% | -10.3% | -12.7% |
| 6M | -9.4% | +7.0% | -16.4% | -11.8% |
| YTD | +9.5% | +6.8% | +2.7% | +6.3% |
| 1Y | +10.5% | -0.5% | +11.0% | +9.1% |
| 3Y | +124.4% | +47.2% | +77.2% | +89.6% |
| 5Y | +110.5% | +2.3% | +108.3% | +101.3% |
| 10Y | +450.3% | +85.6% | +364.6% | +388.0% |
| All | +485.0% | +101.3% | +383.7% | +415.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling