+150.5%
SPMO vs ETR
+122.3%
+28.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.9% | -1.8% | +0.9% | -0.5% |
| 30D | -1.9% | -1.8% | -0.2% | -1.5% |
| 3M | -1.4% | -3.6% | +2.2% | -0.6% |
| 6M | +25.5% | +2.6% | +22.9% | +24.2% |
| YTD | +24.8% | +16.0% | +8.8% | +19.7% |
| 1Y | +24.5% | +20.1% | +4.4% | +18.3% |
| 3Y | +157.1% | +143.6% | +13.5% | +102.8% |
| All | +150.5% | +122.3% | +28.2% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling