+517.6%
SPMO vs GAP
+31.2%
+486.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.2% |
| 7D | -0.9% | -4.1% | +3.2% | -0.4% |
| 30D | -1.9% | +6.2% | -8.1% | -2.9% |
| 3M | -1.4% | -0.7% | -0.7% | -1.7% |
| 6M | +25.5% | -7.1% | +32.6% | +25.7% |
| YTD | +24.8% | -14.1% | +38.9% | +25.9% |
| 1Y | +24.5% | -8.5% | +33.0% | +24.1% |
| 3Y | +157.1% | +115.4% | +41.8% | +119.2% |
| 5Y | +149.5% | +9.8% | +139.7% | +123.8% |
| All | +517.6% | +31.2% | +486.4% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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