+150.5%
SPMO vs HIG
+116.1%
+34.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.2% |
| 6M | +25.5% | +2.0% | +23.5% | +23.4% |
| YTD | +24.8% | +0.3% | +24.6% | +23.4% |
| 1Y | +24.5% | +4.2% | +20.3% | +20.8% |
| 3Y | +157.1% | +102.2% | +54.9% | +78.1% |
| All | +150.5% | +116.1% | +34.4% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling