+575.8%
SPMO vs ESI
+172.8%
+403.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +2.7% | +3.9% | -1.2% | +1.7% |
| 30D | +1.1% | -3.8% | +4.9% | +2.0% |
| 3M | +2.0% | -13.1% | +15.2% | +5.5% |
| 6M | +26.5% | +11.3% | +15.2% | +23.2% |
| YTD | +26.5% | +44.1% | -17.6% | +15.6% |
| 1Y | +27.9% | +40.3% | -12.4% | +17.3% |
| 3Y | +160.4% | +84.1% | +76.3% | +122.8% |
| 5Y | +151.5% | +75.8% | +75.7% | +114.7% |
| 10Y | +526.3% | +320.7% | +205.6% | +353.1% |
| All | +575.8% | +172.8% | +403.1% | +392.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling