+150.5%
SPMO vs GNRC
-58.7%
+209.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.9% | -15.7% | +13.8% | +1.1% |
| 3M | -1.4% | -27.3% | +26.0% | +4.3% |
| 6M | +25.5% | -12.1% | +37.5% | +28.1% |
| YTD | +24.8% | +37.1% | -12.3% | +17.9% |
| 1Y | +24.5% | -0.5% | +25.0% | +23.4% |
| 3Y | +157.1% | +61.5% | +95.6% | +131.1% |
| All | +150.5% | -58.7% | +209.2% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling