+573.2%
SPMO vs RBA
+300.4%
+272.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +2.0% | -2.9% | +4.9% | +2.7% |
| 30D | -0.4% | -12.3% | +11.9% | +2.5% |
| 3M | -1.9% | -20.5% | +18.6% | +2.8% |
| 6M | +25.0% | -18.5% | +43.6% | +30.0% |
| YTD | +26.0% | -18.2% | +44.3% | +30.5% |
| 1Y | +28.7% | -27.5% | +56.2% | +37.0% |
| 3Y | +160.9% | +38.1% | +122.8% | +136.9% |
| 5Y | +147.9% | +44.8% | +103.1% | +117.6% |
| 10Y | +518.9% | +187.1% | +331.8% | +360.0% |
| All | +573.2% | +300.4% | +272.8% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling