+575.8%
SPMO vs INDA
+87.3%
+488.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | +2.7% | -2.6% | +5.3% | +4.1% |
| 30D | +1.1% | -2.9% | +4.0% | +2.6% |
| 3M | +2.0% | +2.4% | -0.3% | +0.9% |
| 6M | +26.5% | -2.6% | +29.2% | +28.2% |
| YTD | +26.5% | -10.0% | +36.5% | +33.2% |
| 1Y | +27.9% | -7.7% | +35.6% | +32.9% |
| 3Y | +160.4% | +8.9% | +151.5% | +148.7% |
| 5Y | +151.5% | +6.0% | +145.5% | +142.5% |
| 10Y | +526.3% | +84.4% | +442.0% | +371.8% |
| All | +575.8% | +87.3% | +488.5% | +408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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