+576.6%
SPMO vs ETR
+388.9%
+187.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | +0.5% | +1.9% | -1.3% | -0.1% |
| 3M | +1.9% | +1.0% | +0.9% | +1.4% |
| 6M | +27.8% | +4.8% | +23.0% | +25.1% |
| YTD | +26.7% | +19.5% | +7.1% | +18.4% |
| 1Y | +28.9% | +28.1% | +0.8% | +17.5% |
| 3Y | +160.7% | +151.1% | +9.5% | +83.9% |
| 5Y | +150.2% | +125.2% | +25.0% | +81.7% |
| 10Y | +517.5% | +291.1% | +226.4% | +305.4% |
| All | +576.6% | +388.9% | +187.7% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling