+573.2%
SPMO vs P
+477.5%
+95.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | +2.0% | +6.5% | -4.5% | +0.7% |
| 30D | -0.4% | +18.8% | -19.2% | -4.3% |
| 3M | -1.9% | +26.7% | -28.6% | -7.1% |
| 6M | +25.0% | +62.2% | -37.1% | +12.0% |
| YTD | +26.0% | +48.5% | -22.5% | +14.1% |
| 1Y | +28.7% | +26.4% | +2.3% | +18.3% |
| 3Y | +160.9% | +159.4% | +1.5% | +99.3% |
| 5Y | +147.9% | +275.8% | -127.9% | +71.6% |
| 10Y | +518.9% | +732.0% | -213.1% | +273.9% |
| All | +573.2% | +477.5% | +95.7% | +306.8% |
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