+517.6%
SPMO vs RNG
+222.9%
+294.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.9% | -6.1% | +5.1% | -0.1% |
| 30D | -1.9% | +9.6% | -11.5% | -3.2% |
| 3M | -1.4% | +83.3% | -84.7% | -10.1% |
| 6M | +25.5% | +77.9% | -52.5% | +13.8% |
| YTD | +24.8% | +139.9% | -115.1% | +6.8% |
| 1Y | +24.5% | +121.7% | -97.2% | +7.5% |
| 3Y | +157.1% | +121.9% | +35.3% | +114.7% |
| 5Y | +149.5% | -68.4% | +217.9% | +174.9% |
| All | +517.6% | +222.9% | +294.7% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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