+485.0%
SPMO vs KEY
+155.6%
+329.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.7% | +1.7% | +3.8% |
| 7D | -1.9% | -0.4% | -1.6% | -1.8% |
| 30D | -14.1% | +7.2% | -21.3% | -15.4% |
| 3M | -13.1% | -4.9% | -8.2% | -12.1% |
| 6M | -9.4% | +1.1% | -10.5% | -9.8% |
| YTD | +9.5% | +6.8% | +2.7% | +7.5% |
| 1Y | +10.5% | +23.3% | -12.8% | +4.9% |
| 3Y | +124.4% | +126.1% | -1.7% | +83.6% |
| 5Y | +110.5% | +15.2% | +95.3% | +93.8% |
| 10Y | +450.3% | +113.6% | +336.7% | +322.3% |
| All | +485.0% | +155.6% | +329.4% | +346.1% |
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