+460.3%
SPMO vs FIVE
+584.2%
-123.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -8.7% | -0.3% | -8.4% | -8.7% |
| 30D | -18.7% | +17.7% | -36.3% | -21.3% |
| 3M | -16.4% | +4.0% | -20.4% | -17.4% |
| 6M | -11.9% | +2.6% | -14.5% | -13.1% |
| YTD | +4.9% | +27.6% | -22.7% | -1.3% |
| 1Y | +6.2% | +59.9% | -53.7% | -4.5% |
| 3Y | +115.1% | +35.8% | +79.3% | +89.1% |
| 5Y | +102.2% | +14.4% | +87.8% | +78.5% |
| 10Y | +422.3% | +576.1% | -153.8% | +257.1% |
| All | +460.3% | +584.2% | -123.9% | +277.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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