+151.5%
SPMO vs M
+22.2%
+129.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.5% |
| 7D | +2.7% | -4.1% | +6.8% | +3.3% |
| 30D | +1.1% | -13.6% | +14.7% | +3.3% |
| 3M | +2.0% | -2.3% | +4.3% | +2.0% |
| 6M | +26.5% | +21.9% | +4.6% | +22.1% |
| YTD | +26.5% | -0.6% | +27.1% | +25.5% |
| 1Y | +27.9% | +29.7% | -1.8% | +21.4% |
| 3Y | +160.4% | +107.3% | +53.1% | +119.9% |
| 5Y | +151.5% | +20.5% | +131.0% | +125.9% |
| All | +151.5% | +22.2% | +129.3% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling