+177.6%
SPMO vs PL
+84.9%
+92.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.7% |
| 7D | +2.0% | -9.3% | +11.3% | +2.9% |
| 30D | -0.4% | -18.9% | +18.6% | +1.5% |
| 3M | -1.9% | -58.4% | +56.5% | +5.2% |
| 6M | +25.0% | -30.3% | +55.3% | +27.2% |
| YTD | +26.0% | -8.1% | +34.1% | +24.7% |
| 1Y | +28.7% | +180.5% | -151.8% | +13.8% |
| 3Y | +160.9% | +444.1% | -283.2% | +106.9% |
| 5Y | +147.9% | +83.0% | +64.9% | +102.4% |
| All | +177.6% | +84.9% | +92.7% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling