+460.5%
SPMO vs PTC
+312.5%
+148.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +6.3% | +0.5% | +5.9% | +6.2% |
| 30D | -8.9% | +1.2% | -10.1% | -9.2% |
| 3M | -13.2% | +27.4% | -40.6% | -20.3% |
| 6M | -9.3% | +39.2% | -48.5% | -20.0% |
| YTD | +11.6% | +12.5% | -1.0% | +5.0% |
| 1Y | +13.4% | +12.3% | +1.1% | +6.7% |
| 3Y | +122.9% | +28.8% | +94.1% | +95.9% |
| 5Y | +113.9% | +60.9% | +53.0% | +70.3% |
| All | +460.5% | +312.5% | +148.1% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling