+151.8%
SPMO vs RL
+244.9%
-93.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.4% |
| YTD | +26.7% | -1.3% | +28.0% | +25.6% |
| 1Y | +28.9% | +13.6% | +15.3% | +22.2% |
| 3Y | +160.7% | +210.9% | -50.2% | +81.2% |
| All | +151.8% | +244.9% | -93.1% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling