+469.5%
SPMO vs RL
+342.1%
+127.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +9.8% | +2.4% | +7.4% | +9.1% |
| 30D | -9.2% | +4.6% | -13.7% | -10.2% |
| 3M | -11.0% | -1.1% | -9.8% | -10.9% |
| 6M | -6.6% | +16.5% | -23.2% | -10.6% |
| YTD | +13.3% | +11.4% | +1.9% | +9.3% |
| 1Y | +12.7% | +16.1% | -3.4% | +7.4% |
| 3Y | +127.5% | +252.6% | -125.1% | +64.6% |
| 5Y | +117.4% | +244.9% | -127.5% | +54.3% |
| All | +469.5% | +342.1% | +127.4% | +260.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling