+469.5%
SPMO vs M
-6.5%
+476.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.8% |
| 7D | +1.8% | -3.3% | +5.1% | +2.2% |
| 30D | -10.0% | +8.1% | -18.1% | -11.0% |
| 3M | -9.4% | +2.2% | -11.6% | -9.8% |
| 6M | -7.7% | +35.1% | -42.8% | -11.5% |
| YTD | +13.3% | +15.8% | -2.5% | +10.4% |
| 1Y | +12.7% | +25.8% | -13.1% | +8.5% |
| 3Y | +127.5% | +156.2% | -28.8% | +95.7% |
| 5Y | +119.7% | -2.4% | +122.0% | +104.5% |
| All | +469.5% | -6.5% | +476.0% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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