+460.5%
SPMO vs PBF
+260.7%
+199.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | +6.3% | +6.5% | -0.1% | +5.7% |
| 30D | -8.9% | -20.0% | +11.1% | -7.1% |
| 3M | -13.2% | -3.3% | -9.9% | -13.3% |
| 6M | -9.3% | +76.8% | -86.1% | -14.6% |
| YTD | +11.6% | +168.9% | -157.4% | -0.5% |
| 1Y | +13.4% | +96.4% | -83.0% | +4.2% |
| 3Y | +122.9% | +77.2% | +45.7% | +101.1% |
| 5Y | +113.9% | +417.7% | -303.8% | +69.3% |
| All | +460.5% | +260.7% | +199.8% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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