+161.4%
SPMO vs PR
+82.3%
+79.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.0% | +2.9% | -0.9% | +1.5% |
| 30D | -0.4% | +18.0% | -18.4% | -3.2% |
| 3M | -1.9% | +16.9% | -18.7% | -4.7% |
| 6M | +25.0% | +28.2% | -3.2% | +18.2% |
| YTD | +26.0% | +69.3% | -43.3% | +11.6% |
| 1Y | +28.7% | +69.5% | -40.8% | +13.5% |
| All | +161.4% | +82.3% | +79.0% | +117.7% |
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