+514.3%
SPMO vs M
-10.0%
+524.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.3% |
| 7D | +0.1% | -8.8% | +8.8% | +1.2% |
| 30D | -0.7% | -16.4% | +15.7% | +1.4% |
| 3M | +2.8% | -10.8% | +13.6% | +4.0% |
| 6M | +24.4% | +16.1% | +8.3% | +21.7% |
| YTD | +24.2% | -5.3% | +29.4% | +24.2% |
| 1Y | +24.5% | +24.9% | -0.4% | +20.1% |
| 3Y | +155.6% | +97.5% | +58.0% | +127.1% |
| 5Y | +148.2% | +20.4% | +127.8% | +127.4% |
| All | +514.3% | -10.0% | +524.3% | +408.6% |
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