+11.5%
SPMO vs LEN
-21.9%
+33.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.3% |
| 7D | -8.9% | +10.5% | -19.4% | -9.6% |
| 30D | -13.8% | +24.6% | -38.4% | -15.7% |
| 3M | -12.5% | +6.6% | -19.1% | -12.8% |
| 6M | -1.5% | +10.6% | -12.1% | -2.3% |
| YTD | +11.3% | -8.3% | +19.6% | +10.7% |
| 1Y | +11.5% | -22.5% | +34.0% | +11.8% |
| All | +11.5% | -21.9% | +33.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling