+179.0%
SPMO vs PL
+81.7%
+97.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +3.4% | -7.5% | +10.9% | +4.1% |
| 30D | +0.5% | -25.6% | +26.1% | +3.2% |
| 3M | +1.9% | -45.6% | +47.5% | +7.1% |
| 6M | +27.8% | -29.5% | +57.4% | +30.0% |
| YTD | +26.7% | -9.7% | +36.3% | +25.5% |
| 1Y | +28.9% | +84.4% | -55.5% | +19.2% |
| 3Y | +160.7% | +550.0% | -389.3% | +103.9% |
| 5Y | +150.2% | +79.0% | +71.2% | +104.6% |
| All | +179.0% | +81.7% | +97.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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