+576.6%
SPMO vs PBF
+207.0%
+369.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | +0.5% | +24.9% | -24.3% | -1.5% |
| 3M | +1.9% | +81.9% | -80.0% | -3.7% |
| 6M | +27.8% | +79.4% | -51.6% | +20.1% |
| YTD | +26.7% | +188.3% | -161.7% | +13.4% |
| 1Y | +28.9% | +177.3% | -148.4% | +15.2% |
| 3Y | +160.7% | +56.0% | +104.7% | +139.9% |
| 5Y | +150.2% | +804.0% | -653.8% | +91.4% |
| 10Y | +517.5% | +334.1% | +183.4% | +374.2% |
| All | +576.6% | +207.0% | +369.6% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling