+148.2%
SPMO vs ESI
+66.0%
+82.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.9% |
| 30D | -0.7% | -9.0% | +8.3% | +2.8% |
| 3M | +2.8% | -13.3% | +16.1% | +8.2% |
| 6M | +24.4% | +5.3% | +19.1% | +21.5% |
| YTD | +24.2% | +37.6% | -13.4% | +9.1% |
| 1Y | +24.5% | +33.6% | -9.1% | +9.9% |
| 3Y | +155.6% | +75.8% | +79.8% | +98.3% |
| 5Y | +148.2% | +68.6% | +79.6% | +91.0% |
| All | +148.2% | +66.0% | +82.2% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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