+566.9%
SPMO vs NTRS
+269.2%
+297.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.4% |
| 30D | -1.9% | -0.7% | -1.3% | -1.7% |
| 3M | -1.4% | +11.3% | -12.7% | -5.1% |
| 6M | +25.5% | +35.5% | -10.0% | +12.6% |
| YTD | +24.8% | +40.6% | -15.8% | +10.3% |
| 1Y | +24.5% | +49.2% | -24.7% | +7.6% |
| 3Y | +157.1% | +167.2% | -10.1% | +79.5% |
| 5Y | +149.5% | +94.9% | +54.6% | +89.9% |
| 10Y | +518.1% | +259.5% | +258.6% | +293.4% |
| All | +566.9% | +269.2% | +297.7% | +320.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 all: compounded portfolio wealth divided by compounded NTRS 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…
all analysis · Full analysis span regression · 6 months rolling