+569.2%
SPMO vs RACE
+647.6%
-78.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.2% |
| 7D | +2.0% | -2.5% | +4.5% | +2.8% |
| 30D | -0.4% | +0.8% | -1.1% | -0.7% |
| 3M | -1.9% | +17.2% | -19.0% | -7.0% |
| 6M | +25.0% | +13.6% | +11.5% | +19.1% |
| YTD | +26.0% | +12.2% | +13.8% | +19.9% |
| 1Y | +28.7% | -16.3% | +44.9% | +33.6% |
| 3Y | +160.9% | +36.4% | +124.5% | +123.8% |
| 5Y | +147.9% | +95.0% | +53.0% | +84.1% |
| 10Y | +518.9% | +813.2% | -294.3% | +262.1% |
| All | +569.2% | +647.6% | -78.4% | +290.3% |
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