+573.2%
SPMO vs IP
+48.2%
+525.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.0% |
| 7D | +2.0% | -5.3% | +7.3% | +3.4% |
| 30D | -0.4% | -10.9% | +10.5% | +2.5% |
| 3M | -1.9% | +11.2% | -13.1% | -5.4% |
| 6M | +25.0% | -10.2% | +35.3% | +26.8% |
| YTD | +26.0% | -2.0% | +28.0% | +24.1% |
| 1Y | +28.7% | -19.1% | +47.8% | +33.0% |
| 3Y | +160.9% | +20.9% | +140.1% | +131.8% |
| 5Y | +147.9% | -17.8% | +165.7% | +145.2% |
| 10Y | +518.9% | +23.5% | +495.4% | +400.9% |
| All | +573.2% | +48.2% | +525.0% | +442.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling