+563.4%
SPMO vs GAP
+10.7%
+552.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +0.1% | -6.3% | +6.4% | +0.9% |
| 30D | -0.7% | -0.2% | -0.5% | -0.9% |
| 3M | +2.8% | 0.0% | +2.8% | +2.4% |
| 6M | +24.4% | -8.1% | +32.5% | +24.8% |
| YTD | +24.2% | -16.5% | +40.6% | +25.7% |
| 1Y | +24.5% | -10.5% | +34.9% | +24.4% |
| 3Y | +155.6% | +104.0% | +51.6% | +121.2% |
| 5Y | +148.2% | +6.8% | +141.4% | +124.4% |
| 10Y | +514.8% | +26.9% | +487.9% | +387.2% |
| All | +563.4% | +10.7% | +552.7% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling