+575.8%
SPMO vs RNG
+277.4%
+298.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +2.7% | -4.1% | +6.8% | +3.2% |
| 30D | +1.1% | +8.6% | -7.6% | -0.1% |
| 3M | +2.0% | +78.0% | -75.9% | -6.3% |
| 6M | +26.5% | +67.0% | -40.5% | +16.2% |
| YTD | +26.5% | +142.4% | -115.9% | +8.8% |
| 1Y | +27.9% | +120.4% | -92.5% | +11.2% |
| 3Y | +160.4% | +122.1% | +38.3% | +119.1% |
| 5Y | +151.5% | -69.8% | +221.3% | +175.1% |
| 10Y | +526.3% | +223.4% | +303.0% | +407.2% |
| All | +575.8% | +277.4% | +298.4% | +441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling