+115.1%
SPMO vs RACE
+28.1%
+87.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -8.7% | +5.1% | -13.8% | -9.6% |
| 30D | -18.7% | +7.7% | -26.4% | -19.9% |
| 3M | -16.4% | +2.2% | -18.6% | -16.9% |
| 6M | -11.9% | +23.8% | -35.6% | -16.1% |
| YTD | +4.9% | +13.9% | -9.0% | +1.3% |
| 1Y | +6.2% | +3.8% | +2.4% | +4.7% |
| 3Y | +115.1% | +28.0% | +87.1% | +95.7% |
| All | +115.1% | +28.1% | +87.0% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling