+514.3%
SPMO vs PBF
+367.4%
+146.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -1.9% |
| 7D | +0.1% | +2.3% | -2.2% | -0.1% |
| 30D | -0.7% | +11.6% | -12.3% | -1.8% |
| 3M | +2.8% | +81.7% | -78.9% | -3.0% |
| 6M | +24.4% | +96.4% | -72.0% | +15.7% |
| YTD | +24.2% | +189.5% | -165.3% | +10.6% |
| 1Y | +24.5% | +180.7% | -156.3% | +10.6% |
| 3Y | +155.6% | +56.6% | +98.9% | +134.3% |
| 5Y | +148.2% | +802.0% | -653.8% | +87.1% |
| All | +514.3% | +367.4% | +146.9% | +375.1% |
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