+573.2%
SPMO vs EXEL
+883.5%
-310.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.0% | +8.4% | -6.4% | +1.0% |
| 30D | -0.4% | +4.1% | -4.4% | -0.9% |
| 3M | -1.9% | +12.4% | -14.3% | -3.4% |
| 6M | +25.0% | +41.5% | -16.5% | +19.5% |
| YTD | +26.0% | +34.6% | -8.6% | +21.0% |
| 1Y | +28.7% | +57.9% | -29.2% | +20.9% |
| 3Y | +160.9% | +159.5% | +1.4% | +127.4% |
| 5Y | +147.9% | +198.5% | -50.6% | +110.1% |
| 10Y | +518.9% | +411.4% | +107.6% | +409.3% |
| All | +573.2% | +883.5% | -310.3% | +449.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling