+101.3%
SPMO vs RACE
+65.0%
+36.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -8.7% | +5.1% | -13.8% | -10.0% |
| 30D | -18.7% | +7.7% | -26.4% | -20.4% |
| 3M | -16.4% | +2.2% | -18.6% | -17.1% |
| 6M | -11.9% | +23.8% | -35.6% | -17.7% |
| YTD | +4.9% | +13.9% | -9.0% | -0.2% |
| 1Y | +6.2% | +3.8% | +2.4% | +3.9% |
| 3Y | +115.1% | +28.0% | +87.1% | +86.2% |
| All | +101.3% | +65.0% | +36.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling