+514.3%
SPMO vs EXEL
+386.3%
+128.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | -0.7% | +11.9% | -12.6% | -2.3% |
| 3M | +2.8% | +9.2% | -6.4% | +1.4% |
| 6M | +24.4% | +39.1% | -14.7% | +18.4% |
| YTD | +24.2% | +31.0% | -6.8% | +18.9% |
| 1Y | +24.5% | +52.3% | -27.8% | +16.3% |
| 3Y | +155.6% | +159.7% | -4.2% | +117.2% |
| 5Y | +148.2% | +187.7% | -39.5% | +105.0% |
| All | +514.3% | +386.3% | +128.1% | +394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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