-6.6%
SPMO vs GEN
+33.7%
-40.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.4% |
| 7D | +9.8% | -3.0% | +12.8% | +9.3% |
| 30D | -9.2% | +24.7% | -33.9% | -6.0% |
| 3M | -11.0% | +4.1% | -15.1% | -10.6% |
| 6M | -6.6% | +36.0% | -42.7% | -3.5% |
| All | -6.6% | +33.7% | -40.4% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 6mo: compounded portfolio wealth divided by compounded GEN 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…
6mo analysis · Full analysis span regression · 6 months rolling