+576.6%
SPMO vs HIG
+265.3%
+311.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | +0.5% | -4.9% | +5.4% | +1.8% |
| 3M | +1.9% | +6.8% | -4.9% | -0.4% |
| 6M | +27.8% | -1.7% | +29.5% | +27.5% |
| YTD | +26.7% | -0.2% | +26.9% | +25.7% |
| 1Y | +28.9% | +5.7% | +23.2% | +25.6% |
| 3Y | +160.7% | +100.3% | +60.4% | +110.1% |
| 5Y | +150.2% | +118.5% | +31.7% | +96.1% |
| 10Y | +517.5% | +309.7% | +207.8% | +330.9% |
| All | +576.6% | +265.3% | +311.3% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling