+160.7%
SPMO vs RL
+211.8%
-51.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.4% | +1.9% | +1.5% | +2.8% |
| 30D | +0.5% | -12.2% | +12.7% | +4.2% |
| 3M | +1.9% | -6.6% | +8.6% | +3.5% |
| 6M | +27.8% | +3.2% | +24.7% | +25.3% |
| YTD | +26.7% | -1.3% | +28.0% | +25.5% |
| 1Y | +28.9% | +13.6% | +15.3% | +21.9% |
| 3Y | +160.7% | +210.9% | -50.2% | +90.8% |
| All | +160.7% | +211.8% | -51.2% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling