+122.9%
SPMO vs PR
+95.8%
+27.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +6.3% | +6.0% | +0.4% | +5.3% |
| 30D | -8.9% | -4.2% | -4.7% | -8.3% |
| 3M | -13.2% | +10.0% | -23.2% | -14.9% |
| 6M | -9.3% | +15.6% | -24.9% | -12.2% |
| YTD | +11.6% | +68.2% | -56.6% | -2.2% |
| 1Y | +13.4% | +79.2% | -65.8% | -2.4% |
| 3Y | +122.9% | +94.9% | +28.0% | +83.4% |
| All | +122.9% | +95.8% | +27.1% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling