+450.3%
SPMO vs IP
+31.6%
+418.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +3.6% |
| 7D | -1.9% | -3.0% | +1.1% | -1.1% |
| 30D | -14.1% | +10.6% | -24.7% | -16.5% |
| 3M | -13.1% | -13.6% | +0.5% | -9.9% |
| 6M | -9.4% | +10.4% | -19.8% | -13.0% |
| YTD | +9.5% | -6.5% | +16.0% | +8.8% |
| 1Y | +10.5% | -2.1% | +12.6% | +8.1% |
| 3Y | +124.4% | +22.0% | +102.4% | +95.3% |
| 5Y | +110.5% | -9.7% | +120.2% | +100.6% |
| 10Y | +450.3% | +26.8% | +423.5% | +344.6% |
| All | +450.3% | +31.6% | +418.7% | +344.6% |
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