+517.6%
SPMO vs IT
+103.1%
+414.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | -0.7% |
| 7D | -0.9% | -3.7% | +2.7% | -0.2% |
| 30D | -1.9% | +0.1% | -2.0% | -2.3% |
| 3M | -1.4% | +20.7% | -22.0% | -7.9% |
| 6M | +25.5% | +12.0% | +13.5% | +18.1% |
| YTD | +24.8% | -28.8% | +53.7% | +33.4% |
| 1Y | +24.5% | -25.5% | +50.0% | +30.2% |
| 3Y | +157.1% | -48.8% | +205.9% | +197.4% |
| 5Y | +149.5% | -42.7% | +192.2% | +171.0% |
| All | +517.6% | +103.1% | +414.5% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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