+205.9%
SPMO vs ROIV
+232.7%
-26.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -0.4% | +1.0% | -1.3% | -0.5% |
| 3M | -1.9% | +18.3% | -20.2% | -3.2% |
| 6M | +25.0% | +18.3% | +6.7% | +23.1% |
| YTD | +26.0% | +61.0% | -34.9% | +21.1% |
| 1Y | +28.7% | +177.9% | -149.2% | +18.6% |
| 3Y | +160.9% | +199.1% | -38.1% | +137.2% |
| 5Y | +147.9% | +250.7% | -102.8% | +117.7% |
| All | +205.9% | +232.7% | -26.8% | +174.2% |
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