+160.7%
SPMO vs IBB
+64.8%
+95.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.5% |
| 7D | +3.4% | -1.7% | +5.0% | +4.1% |
| 30D | +0.5% | +4.9% | -4.3% | -2.0% |
| 3M | +1.9% | +24.2% | -22.3% | -8.8% |
| 6M | +27.8% | +23.8% | +4.0% | +14.4% |
| YTD | +26.7% | +23.0% | +3.7% | +13.5% |
| 1Y | +28.9% | +46.2% | -17.3% | +5.5% |
| 3Y | +160.7% | +64.8% | +95.9% | +98.5% |
| All | +160.7% | +64.8% | +95.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling