+575.8%
SPMO vs IT
+98.4%
+477.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +2.7% | -9.1% | +11.8% | +4.8% |
| 30D | +1.1% | -12.2% | +13.2% | +3.7% |
| 3M | +2.0% | +7.8% | -5.8% | -1.8% |
| 6M | +26.5% | +2.0% | +24.6% | +22.2% |
| YTD | +26.5% | -32.7% | +59.3% | +36.6% |
| 1Y | +27.9% | -31.1% | +59.0% | +36.1% |
| 3Y | +160.4% | -52.1% | +212.5% | +204.9% |
| 5Y | +151.5% | -46.3% | +197.8% | +177.1% |
| 10Y | +526.3% | +91.4% | +435.0% | +373.7% |
| All | +575.8% | +98.4% | +477.4% | +406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling