+160.6%
SPMO vs GAP
+108.0%
+52.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.4% | +0.4% |
| 7D | +2.7% | -3.2% | +5.9% | +3.0% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +2.0% | -0.5% | +2.5% | +1.8% |
| 6M | +26.5% | -5.0% | +31.5% | +26.4% |
| YTD | +26.5% | -14.7% | +41.2% | +27.6% |
| 1Y | +27.9% | -8.6% | +36.6% | +27.6% |
| All | +160.6% | +108.0% | +52.6% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling