+160.7%
SPMO vs M
+120.4%
+40.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.9% |
| 7D | +3.4% | +2.4% | +1.0% | +3.0% |
| 30D | +0.5% | -11.6% | +12.1% | +2.2% |
| 3M | +1.9% | +1.6% | +0.3% | +1.3% |
| 6M | +27.8% | +25.2% | +2.6% | +23.2% |
| YTD | +26.7% | +3.8% | +22.9% | +25.0% |
| 1Y | +28.9% | +36.3% | -7.4% | +21.9% |
| 3Y | +160.7% | +116.3% | +44.3% | +124.8% |
| All | +160.7% | +120.4% | +40.2% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling