+517.6%
SPMO vs ETR
+296.9%
+220.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.9% | -1.8% | +0.9% | -0.3% |
| 30D | -1.9% | -1.8% | -0.2% | -1.3% |
| 3M | -1.4% | -3.6% | +2.2% | -0.2% |
| 6M | +25.5% | +2.6% | +22.9% | +23.6% |
| YTD | +24.8% | +16.0% | +8.8% | +17.5% |
| 1Y | +24.5% | +20.1% | +4.4% | +15.6% |
| 3Y | +157.1% | +143.6% | +13.5% | +79.6% |
| 5Y | +149.5% | +124.4% | +25.1% | +77.6% |
| All | +517.6% | +296.9% | +220.7% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling