+25.3%
SPMO vs IRE
-84.0%
+109.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.8% | +6.7% | +0.3% |
| 7D | +2.7% | +29.0% | -26.3% | +0.9% |
| 30D | +1.1% | +24.2% | -23.2% | -1.0% |
| 3M | +2.0% | -53.2% | +55.2% | +3.0% |
| 6M | +26.5% | -36.0% | +62.6% | +23.5% |
| YTD | +26.5% | -51.0% | +77.5% | +22.3% |
| All | +25.3% | -84.0% | +109.3% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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