+526.3%
SPMO vs P
+694.3%
-167.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | +2.7% | +5.0% | -2.3% | +1.6% |
| 30D | +1.1% | -0.9% | +2.0% | +0.7% |
| 3M | +2.0% | +38.7% | -36.6% | -5.7% |
| 6M | +26.5% | +54.4% | -27.8% | +13.2% |
| YTD | +26.5% | +44.8% | -18.3% | +13.9% |
| 1Y | +27.9% | +22.5% | +5.4% | +17.2% |
| 3Y | +160.4% | +148.2% | +12.1% | +93.7% |
| 5Y | +151.5% | +268.9% | -117.4% | +65.5% |
| 10Y | +526.3% | +696.9% | -170.5% | +247.2% |
| All | +526.3% | +694.3% | -167.9% | +247.2% |
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