+469.5%
SPMO vs PR
+72.8%
+396.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | +1.8% | -0.5% | +2.3% | +1.8% |
| 30D | -10.0% | -4.6% | -5.4% | -9.8% |
| 3M | -9.4% | +4.7% | -14.1% | -9.6% |
| 6M | -7.7% | +12.4% | -20.1% | -8.4% |
| YTD | +13.3% | +62.9% | -49.5% | +10.2% |
| 1Y | +12.7% | +70.6% | -57.9% | +9.2% |
| 3Y | +127.5% | +90.0% | +37.5% | +118.5% |
| 5Y | +119.7% | +255.5% | -135.9% | +104.5% |
| 10Y | +469.5% | +78.7% | +390.7% | +519.4% |
| All | +469.5% | +72.8% | +396.7% | +519.4% |
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