+526.3%
SPMO vs KEY
+167.1%
+359.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +1.1% | -3.3% | +4.3% | +1.9% |
| 3M | +2.0% | -0.7% | +2.8% | +2.2% |
| 6M | +26.5% | +12.5% | +14.0% | +22.8% |
| YTD | +26.5% | +8.4% | +18.1% | +23.8% |
| 1Y | +27.9% | +18.4% | +9.5% | +22.3% |
| 3Y | +160.4% | +123.3% | +37.0% | +111.0% |
| 5Y | +151.5% | +38.8% | +112.7% | +120.9% |
| 10Y | +526.3% | +169.3% | +357.0% | +371.5% |
| All | +526.3% | +167.1% | +359.2% | +371.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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