+450.3%
SPMO vs PR
+66.7%
+383.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.5% |
| 7D | -1.9% | -12.4% | +10.4% | -1.3% |
| 30D | -14.1% | -6.6% | -7.5% | -13.8% |
| 3M | -13.1% | +7.5% | -20.6% | -13.5% |
| 6M | -9.4% | +10.8% | -20.2% | -10.0% |
| YTD | +9.5% | +57.0% | -47.5% | +6.6% |
| 1Y | +10.5% | +67.9% | -57.4% | +7.2% |
| 3Y | +124.4% | +87.6% | +36.8% | +115.7% |
| 5Y | +110.5% | +220.4% | -109.9% | +96.6% |
| 10Y | +450.3% | +64.8% | +385.4% | +500.5% |
| All | +450.3% | +66.7% | +383.6% | +500.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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