+8.5%
SPMO vs IRE
-97.3%
+105.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.6% |
| 7D | -1.9% | -15.5% | +13.6% | -1.9% |
| 30D | -14.1% | -70.4% | +56.3% | -8.7% |
| 3M | -13.1% | -81.6% | +68.5% | -5.9% |
| 6M | -9.4% | -94.7% | +85.3% | +1.3% |
| YTD | +9.5% | -91.8% | +101.3% | +16.1% |
| 1Y | +10.5% | -97.6% | +108.1% | +20.4% |
| All | +8.5% | -97.3% | +105.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling