+11.5%
SPMO vs REPL
+125.1%
-113.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -8.9% | +28.8% | -37.7% | -9.2% |
| 30D | -13.8% | +57.3% | -71.1% | -14.3% |
| 3M | -12.5% | +73.6% | -86.1% | -13.2% |
| 6M | -1.5% | +582.8% | -584.3% | -4.0% |
| YTD | +11.3% | +112.9% | -101.5% | +8.7% |
| 1Y | +11.5% | +130.7% | -119.2% | +6.4% |
| All | +11.5% | +125.1% | -113.7% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling