+165.8%
SPMO vs ROIV
+287.3%
-121.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.2% | +4.0% |
| 7D | -1.9% | +13.3% | -15.3% | -3.0% |
| 30D | -14.1% | +14.8% | -28.8% | -15.1% |
| 3M | -13.1% | +11.9% | -25.0% | -14.1% |
| 6M | -9.4% | +42.4% | -51.8% | -12.3% |
| YTD | +9.5% | +87.4% | -77.9% | +3.7% |
| 1Y | +10.5% | +97.2% | -86.7% | +4.2% |
| 3Y | +124.4% | +375.7% | -251.3% | +98.7% |
| 5Y | +110.5% | +379.0% | -268.5% | +75.7% |
| All | +165.8% | +287.3% | -121.5% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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