+457.0%
SPMO vs RACE
+658.9%
-201.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.1% |
| 7D | -8.7% | +5.1% | -13.8% | -10.1% |
| 30D | -18.7% | +7.7% | -26.4% | -20.6% |
| 3M | -16.4% | +2.2% | -18.6% | -17.2% |
| 6M | -11.9% | +23.8% | -35.6% | -18.2% |
| YTD | +4.9% | +13.9% | -9.0% | -0.8% |
| 1Y | +6.2% | +3.8% | +2.4% | +3.4% |
| 3Y | +115.1% | +28.0% | +87.1% | +88.8% |
| 5Y | +102.2% | +64.9% | +37.3% | +58.8% |
| 10Y | +422.3% | +780.4% | -358.0% | +204.6% |
| All | +457.0% | +658.9% | -201.9% | +222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling