+460.3%
SPMO vs P
+461.5%
-1.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.9% |
| 7D | -8.7% | -23.8% | +15.1% | -3.9% |
| 30D | -18.7% | -36.6% | +17.9% | -11.5% |
| 3M | -16.4% | +10.9% | -27.3% | -19.2% |
| 6M | -11.9% | +30.0% | -41.8% | -18.1% |
| YTD | +4.9% | +44.4% | -39.5% | -5.2% |
| 1Y | +6.2% | +3.9% | +2.3% | +0.9% |
| 3Y | +115.1% | +176.6% | -61.5% | +61.3% |
| 5Y | +102.2% | +249.3% | -147.0% | +41.0% |
| 10Y | +422.3% | +726.9% | -304.6% | +214.9% |
| All | +460.3% | +461.5% | -1.2% | +237.9% |
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