+460.5%
SPMO vs KEY
+96.4%
+364.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +6.3% | +2.9% | +3.4% | +5.6% |
| 30D | -8.9% | +8.4% | -17.3% | -10.7% |
| 3M | -13.2% | -5.8% | -7.5% | -12.0% |
| 6M | -9.3% | +5.4% | -14.7% | -10.6% |
| YTD | +11.6% | +7.1% | +4.5% | +9.4% |
| 1Y | +13.4% | +26.8% | -13.4% | +6.6% |
| 3Y | +122.9% | +128.7% | -5.8% | +79.6% |
| 5Y | +113.9% | +13.6% | +100.3% | +97.0% |
| All | +460.5% | +96.4% | +364.1% | +335.8% |
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