+514.3%
SPMO vs RBA
+195.3%
+319.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.9% | -1.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -0.7% | -9.8% | +9.1% | +1.9% |
| 3M | +2.8% | -23.5% | +26.3% | +9.4% |
| 6M | +24.4% | -21.5% | +46.0% | +31.3% |
| YTD | +24.2% | -21.2% | +45.3% | +30.4% |
| 1Y | +24.5% | -30.2% | +54.7% | +34.9% |
| 3Y | +155.6% | +25.3% | +130.3% | +133.9% |
| 5Y | +148.2% | +35.1% | +113.1% | +116.4% |
| All | +514.3% | +195.3% | +319.1% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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