+514.3%
SPMO vs RL
+308.3%
+206.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | +0.1% | -2.2% | +2.3% | +0.6% |
| 30D | -0.7% | -15.3% | +14.7% | +3.3% |
| 3M | +2.8% | -10.3% | +13.2% | +5.3% |
| 6M | +24.4% | -2.2% | +26.7% | +24.2% |
| YTD | +24.2% | -4.3% | +28.5% | +24.3% |
| 1Y | +24.5% | +8.9% | +15.6% | +20.6% |
| 3Y | +155.6% | +201.4% | -45.8% | +92.5% |
| 5Y | +148.2% | +230.6% | -82.4% | +78.9% |
| All | +514.3% | +308.3% | +206.0% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling