+576.6%
SPMO vs PSA
+111.7%
+464.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | +0.5% | -8.2% | +8.7% | +3.0% |
| 3M | +1.9% | -2.1% | +4.1% | +2.0% |
| 6M | +27.8% | -0.2% | +28.0% | +27.0% |
| YTD | +26.7% | +18.5% | +8.2% | +19.2% |
| 1Y | +28.9% | +6.6% | +22.3% | +25.0% |
| 3Y | +160.7% | +24.5% | +136.2% | +135.8% |
| 5Y | +150.2% | +13.6% | +136.6% | +130.3% |
| 10Y | +517.5% | +102.0% | +415.6% | +366.3% |
| All | +576.6% | +111.7% | +464.9% | +406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling