+483.9%
SPMO vs P
+491.9%
-8.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.6% | -13.3% | +10.7% | 0.0% |
| 30D | -14.2% | -34.0% | +19.8% | -7.4% |
| 3M | -12.7% | +4.1% | -16.8% | -14.4% |
| 6M | -9.6% | +30.5% | -40.0% | -16.1% |
| YTD | +9.3% | +52.2% | -42.9% | -2.3% |
| 1Y | +8.2% | +10.3% | -2.0% | +1.6% |
| 3Y | +119.4% | +180.9% | -61.5% | +63.9% |
| 5Y | +112.5% | +259.7% | -147.3% | +47.2% |
| 10Y | +449.2% | +652.6% | -203.4% | +227.8% |
| All | +483.9% | +491.9% | -8.0% | +248.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling