+460.5%
SPMO vs P
+652.0%
-191.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +6.3% | +11.6% | -5.3% | +3.8% |
| 30D | -8.9% | -23.7% | +14.8% | -3.8% |
| 3M | -13.2% | -8.0% | -5.2% | -12.7% |
| 6M | -9.3% | +27.9% | -37.2% | -16.1% |
| YTD | +11.6% | +61.2% | -49.6% | -2.9% |
| 1Y | +13.4% | +28.6% | -15.2% | +2.1% |
| 3Y | +122.9% | +200.5% | -77.6% | +56.8% |
| 5Y | +113.9% | +282.9% | -169.0% | +37.4% |
| All | +460.5% | +652.0% | -191.5% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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