+517.6%
SPMO vs QSR
+135.2%
+382.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -0.9% | -4.0% | +3.1% | +0.2% |
| 30D | -1.9% | +2.8% | -4.7% | -2.8% |
| 3M | -1.4% | +5.1% | -6.4% | -3.2% |
| 6M | +25.5% | +8.8% | +16.7% | +21.3% |
| YTD | +24.8% | +14.8% | +10.0% | +18.4% |
| 1Y | +24.5% | +25.7% | -1.2% | +14.3% |
| 3Y | +157.1% | +27.5% | +129.6% | +131.4% |
| 5Y | +149.5% | +41.3% | +108.2% | +114.3% |
| All | +517.6% | +135.2% | +382.4% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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