+495.9%
SPMO vs GEN
+283.3%
+212.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.0% |
| 7D | +6.3% | +2.0% | +4.3% | +6.0% |
| 30D | -8.9% | +27.7% | -36.6% | -13.0% |
| 3M | -13.2% | +3.3% | -16.5% | -14.3% |
| 6M | -9.3% | +31.8% | -41.1% | -15.1% |
| YTD | +11.6% | +13.5% | -2.0% | +7.1% |
| 1Y | +13.4% | +16.0% | -2.7% | +8.2% |
| 3Y | +122.9% | +70.6% | +52.3% | +95.8% |
| 5Y | +113.9% | +32.1% | +81.8% | +94.0% |
| 10Y | +460.5% | +153.4% | +307.1% | +346.9% |
| All | +495.9% | +283.3% | +212.6% | +384.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling