+28.9%
SPMO vs MOD
+40.7%
-11.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +3.4% | +6.3% | -2.9% | +1.9% |
| 30D | +0.5% | -1.7% | +2.2% | +0.8% |
| 3M | +1.9% | -30.1% | +32.0% | +9.3% |
| 6M | +27.8% | +2.7% | +25.1% | +29.1% |
| YTD | +26.7% | +44.1% | -17.4% | +21.7% |
| 1Y | +28.9% | +38.7% | -9.8% | +24.3% |
| All | +28.9% | +40.7% | -11.8% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MOD 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling