+517.6%
SPMO vs LEN
+108.0%
+409.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | 0.0% |
| 7D | -0.9% | -4.8% | +3.8% | +0.2% |
| 30D | -1.9% | -6.6% | +4.7% | -0.4% |
| 3M | -1.4% | -15.7% | +14.3% | +2.3% |
| 6M | +25.5% | -16.6% | +42.1% | +30.2% |
| YTD | +24.8% | -21.3% | +46.2% | +30.7% |
| 1Y | +24.5% | -42.0% | +66.5% | +39.8% |
| 3Y | +157.1% | -27.9% | +185.1% | +165.1% |
| 5Y | +149.5% | -10.7% | +160.2% | +136.2% |
| All | +517.6% | +108.0% | +409.6% | +356.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling