+148.2%
SPMO vs PSA
+13.0%
+135.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.1% | -3.6% | +3.7% | +0.9% |
| 30D | -0.7% | -9.4% | +8.7% | +1.5% |
| 3M | +2.8% | -8.2% | +11.0% | +4.5% |
| 6M | +24.4% | -1.8% | +26.3% | +23.9% |
| YTD | +24.2% | +15.7% | +8.4% | +18.5% |
| 1Y | +24.5% | +6.3% | +18.2% | +21.2% |
| 3Y | +155.6% | +21.6% | +134.0% | +133.9% |
| 5Y | +148.2% | +13.5% | +134.7% | +134.5% |
| All | +148.2% | +13.0% | +135.1% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling