+576.6%
SPMO vs LEN
+83.8%
+492.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +1.4% |
| 7D | +3.4% | -2.9% | +6.3% | +4.1% |
| 30D | +0.5% | -8.9% | +9.4% | +2.6% |
| 3M | +1.9% | -10.9% | +12.8% | +4.2% |
| 6M | +27.8% | -19.7% | +47.5% | +33.6% |
| YTD | +26.7% | -20.6% | +47.2% | +32.1% |
| 1Y | +28.9% | -42.4% | +71.3% | +44.4% |
| 3Y | +160.7% | -26.5% | +187.2% | +167.5% |
| 5Y | +150.2% | -10.9% | +161.1% | +138.1% |
| 10Y | +517.5% | +100.6% | +416.9% | +361.6% |
| All | +576.6% | +83.8% | +492.8% | +408.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling