+566.9%
SPMO vs KEYS
+936.2%
-369.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.9% |
| 7D | -0.9% | +3.5% | -4.4% | -2.2% |
| 30D | -1.9% | -4.5% | +2.6% | -0.4% |
| 3M | -1.4% | -0.4% | -0.9% | -1.4% |
| 6M | +25.5% | +19.1% | +6.4% | +17.7% |
| YTD | +24.8% | +66.7% | -41.8% | +2.4% |
| 1Y | +24.5% | +96.5% | -72.0% | -4.3% |
| 3Y | +157.1% | +155.2% | +2.0% | +76.4% |
| 5Y | +149.5% | +88.0% | +61.5% | +85.9% |
| 10Y | +518.1% | +1,046.8% | -528.7% | +211.8% |
| All | +566.9% | +936.2% | -369.3% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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