+160.7%
SPMO vs REPL
-24.7%
+185.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +3.4% | -5.7% | +9.1% | +3.5% |
| 30D | +0.5% | +22.5% | -21.9% | +0.3% |
| 3M | +1.9% | +64.7% | -62.8% | +0.8% |
| 6M | +27.8% | +83.0% | -55.2% | +24.9% |
| YTD | +26.7% | +52.0% | -25.3% | +24.0% |
| 1Y | +28.9% | +144.5% | -115.6% | +24.8% |
| 3Y | +160.7% | -25.1% | +185.7% | +143.4% |
| All | +160.7% | -24.7% | +185.4% | +143.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling