+441.6%
SPMO vs PR
+152.6%
+289.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -8.7% | -16.4% | +7.7% | -7.9% |
| 30D | -18.7% | -1.9% | -16.8% | -18.6% |
| 3M | -16.4% | +8.0% | -24.4% | -16.8% |
| 6M | -11.9% | +4.1% | -16.0% | -12.2% |
| YTD | +4.9% | +58.7% | -53.8% | +2.1% |
| 1Y | +6.2% | +75.8% | -69.6% | +2.8% |
| 3Y | +115.1% | +73.2% | +42.0% | +107.5% |
| 5Y | +102.2% | +230.1% | -127.9% | +88.8% |
| 10Y | +422.3% | +67.4% | +355.0% | +458.7% |
| All | +441.6% | +152.6% | +289.1% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling