+20.8%
SPMO vs Q
+75.4%
-54.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.1% | +4.1% | -4.0% | -1.2% |
| 30D | -0.7% | -10.7% | +10.0% | +2.8% |
| 3M | +2.8% | -11.7% | +14.5% | +7.2% |
| 6M | +24.4% | +8.3% | +16.1% | +23.4% |
| YTD | +24.2% | +51.3% | -27.1% | +15.2% |
| All | +20.8% | +75.4% | -54.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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