+122.9%
SPMO vs IP
+18.8%
+104.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -8.9% | +7.9% | -16.8% | -10.0% |
| 3M | -13.2% | -15.3% | +2.1% | -11.2% |
| 6M | -9.3% | +10.5% | -19.8% | -11.4% |
| YTD | +11.6% | -9.4% | +20.9% | +11.7% |
| 1Y | +13.4% | -4.6% | +18.0% | +12.4% |
| 3Y | +122.9% | +21.2% | +101.6% | +129.0% |
| All | +122.9% | +18.8% | +104.1% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling