+151.5%
SPMO vs REPL
-53.9%
+205.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +2.7% | -9.6% | +12.3% | +2.9% |
| 30D | +1.1% | +5.7% | -4.6% | +0.9% |
| 3M | +2.0% | +56.4% | -54.3% | +0.3% |
| 6M | +26.5% | +67.4% | -40.9% | +21.9% |
| YTD | +26.5% | +48.7% | -22.1% | +22.1% |
| 1Y | +27.9% | +148.3% | -120.3% | +20.5% |
| 3Y | +160.4% | -26.7% | +187.1% | +145.1% |
| 5Y | +151.5% | -54.1% | +205.6% | +137.8% |
| All | +151.5% | -53.9% | +205.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling