+318.3%
SPMO vs REPL
-19.2%
+337.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.6% |
| 7D | -0.9% | -14.1% | +13.2% | -0.4% |
| 30D | -1.9% | -15.2% | +13.3% | -1.4% |
| 3M | -1.4% | +49.9% | -51.2% | -4.5% |
| 6M | +25.5% | +63.5% | -38.1% | +16.6% |
| YTD | +24.8% | +32.9% | -8.1% | +16.8% |
| 1Y | +24.5% | +115.0% | -90.5% | +11.1% |
| 3Y | +157.1% | -34.7% | +191.9% | +122.5% |
| 5Y | +149.5% | -59.7% | +209.1% | +119.3% |
| All | +318.3% | -19.2% | +337.6% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling