+505.4%
SPMO vs KEY
+156.0%
+349.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +1.8% | -0.5% | +2.3% | +2.0% |
| 30D | -10.0% | +6.7% | -16.7% | -11.3% |
| 3M | -9.4% | -4.6% | -4.8% | -8.4% |
| 6M | -7.7% | +2.6% | -10.3% | -8.4% |
| YTD | +13.3% | +7.0% | +6.4% | +11.3% |
| 1Y | +12.7% | +23.5% | -10.8% | +7.0% |
| 3Y | +127.5% | +126.4% | +1.1% | +86.1% |
| 5Y | +119.7% | +13.0% | +106.6% | +103.1% |
| 10Y | +469.5% | +99.5% | +370.0% | +338.1% |
| All | +505.4% | +156.0% | +349.4% | +361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling