+115.1%
SPMO vs PL
+455.3%
-340.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.4% | -8.8% | +0.6% |
| 7D | -8.7% | -6.8% | -1.9% | -8.1% |
| 30D | -18.7% | -29.3% | +10.6% | -16.1% |
| 3M | -16.4% | -44.8% | +28.3% | -11.9% |
| 6M | -11.9% | -68.4% | +56.5% | -3.3% |
| YTD | +4.9% | -36.4% | +41.3% | +7.4% |
| 1Y | +6.2% | +0.7% | +5.5% | +4.0% |
| 3Y | +115.1% | +455.3% | -340.2% | +70.6% |
| All | +115.1% | +455.3% | -340.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling