+161.9%
SPMO vs IP
+21.5%
+140.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.2% |
| 7D | +2.0% | -5.3% | +7.3% | +2.8% |
| 30D | -0.4% | -10.9% | +10.5% | +1.3% |
| 3M | -1.9% | +11.2% | -13.1% | -4.1% |
| 6M | +25.0% | -10.2% | +35.3% | +26.1% |
| YTD | +26.0% | -2.0% | +28.0% | +24.9% |
| 1Y | +28.7% | -19.1% | +47.8% | +31.7% |
| All | +161.9% | +21.5% | +140.4% | +159.5% |
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