+157.1%
SPMO vs EXEL
+154.7%
+2.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -0.9% | -4.9% | +4.0% | -0.5% |
| 30D | -1.9% | +11.4% | -13.3% | -2.9% |
| 3M | -1.4% | +4.9% | -6.3% | -1.9% |
| 6M | +25.5% | +34.4% | -8.9% | +21.8% |
| YTD | +24.8% | +28.0% | -3.2% | +21.5% |
| 1Y | +24.5% | +43.6% | -19.1% | +19.9% |
| 3Y | +157.1% | +155.2% | +1.9% | +149.0% |
| All | +157.1% | +154.7% | +2.4% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling