+550.7%
SPMO vs PR
+169.5%
+381.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.6% |
| 7D | +2.0% | +2.9% | -0.9% | +1.9% |
| 30D | -0.4% | +18.0% | -18.4% | -1.2% |
| 3M | -1.9% | +16.9% | -18.7% | -2.7% |
| 6M | +25.0% | +28.2% | -3.2% | +23.2% |
| YTD | +26.0% | +69.3% | -43.3% | +22.3% |
| 1Y | +28.7% | +69.5% | -40.8% | +24.8% |
| 3Y | +160.9% | +81.7% | +79.2% | +151.0% |
| 5Y | +147.9% | +422.2% | -274.3% | +128.8% |
| 10Y | +518.9% | +110.4% | +408.6% | +559.1% |
| All | +550.7% | +169.5% | +381.3% | +593.9% |
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