+517.6%
SPMO vs RGEN
+415.7%
+101.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.7% |
| 30D | -1.9% | -0.3% | -1.6% | -2.0% |
| 3M | -1.4% | +23.9% | -25.2% | -5.8% |
| 6M | +25.5% | +38.5% | -13.0% | +16.7% |
| YTD | +24.8% | +0.8% | +24.0% | +23.0% |
| 1Y | +24.5% | +38.2% | -13.7% | +14.9% |
| 3Y | +157.1% | +1.3% | +155.8% | +141.7% |
| 5Y | +149.5% | -44.0% | +193.5% | +152.4% |
| All | +517.6% | +415.7% | +101.9% | +301.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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