+150.5%
SPMO vs IDXX
-26.5%
+177.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.9% | -5.7% | +4.8% | +0.4% |
| 30D | -1.9% | -11.5% | +9.6% | +0.7% |
| 3M | -1.4% | -9.5% | +8.2% | +0.4% |
| 6M | +25.5% | -16.0% | +41.4% | +29.7% |
| YTD | +24.8% | -25.4% | +50.2% | +32.6% |
| 1Y | +24.5% | -21.8% | +46.3% | +30.1% |
| 3Y | +157.1% | +7.0% | +150.1% | +138.7% |
| All | +150.5% | -26.5% | +177.1% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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