+517.6%
SPMO vs HIG
+313.7%
+203.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.9% | -1.5% | +0.5% | -0.5% |
| 30D | -1.9% | -0.4% | -1.6% | -1.9% |
| 3M | -1.4% | +6.7% | -8.0% | -3.6% |
| 6M | +25.5% | +2.0% | +23.5% | +23.8% |
| YTD | +24.8% | +0.3% | +24.6% | +23.7% |
| 1Y | +24.5% | +4.2% | +20.3% | +21.6% |
| 3Y | +157.1% | +102.2% | +54.9% | +103.3% |
| 5Y | +149.5% | +118.5% | +31.0% | +91.8% |
| All | +517.6% | +313.7% | +203.9% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling