+449.2%
SPMO vs IP
+23.9%
+425.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.6% | 0.0% | -2.7% | -2.6% |
| 30D | -14.2% | +9.4% | -23.6% | -16.4% |
| 3M | -12.7% | -14.1% | +1.4% | -9.3% |
| 6M | -9.6% | +9.2% | -18.7% | -12.9% |
| YTD | +9.3% | -7.5% | +16.8% | +9.0% |
| 1Y | +8.2% | -2.8% | +11.0% | +6.1% |
| 3Y | +119.4% | +21.2% | +98.2% | +91.2% |
| 5Y | +112.5% | -11.5% | +124.0% | +103.8% |
| All | +449.2% | +23.9% | +425.3% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling