+566.9%
SPMO vs GNRC
+533.4%
+33.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.1% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.9% | -15.7% | +13.8% | +1.7% |
| 3M | -1.4% | -27.3% | +26.0% | +5.4% |
| 6M | +25.5% | -12.1% | +37.5% | +28.2% |
| YTD | +24.8% | +37.1% | -12.3% | +15.3% |
| 1Y | +24.5% | -0.5% | +25.0% | +22.3% |
| 3Y | +157.1% | +61.5% | +95.6% | +121.5% |
| 5Y | +149.5% | -58.6% | +208.1% | +179.0% |
| 10Y | +518.1% | +446.3% | +71.8% | +267.6% |
| All | +566.9% | +533.4% | +33.5% | +287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling