+266.3%
SPMO vs REPL
+45.5%
+220.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.4% |
| 7D | -2.6% | +12.7% | -15.4% | -3.1% |
| 30D | -14.2% | +73.5% | -87.7% | -16.1% |
| 3M | -12.7% | +70.3% | -83.0% | -14.6% |
| 6M | -9.6% | +472.0% | -481.6% | -18.1% |
| YTD | +9.3% | +139.5% | -130.2% | -0.1% |
| 1Y | +8.2% | +167.3% | -159.0% | -1.7% |
| 3Y | +119.4% | +109.5% | +9.8% | +75.6% |
| 5Y | +112.5% | -29.9% | +142.4% | +83.3% |
| All | +266.3% | +45.5% | +220.8% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling