+517.6%
SPMO vs ROP
+135.6%
+382.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -4.6% | +3.7% | +1.1% |
| 30D | -1.9% | -1.7% | -0.2% | -1.4% |
| 3M | -1.4% | +17.1% | -18.4% | -10.1% |
| 6M | +25.5% | +10.9% | +14.6% | +16.7% |
| YTD | +24.8% | -12.1% | +36.9% | +30.1% |
| 1Y | +24.5% | -24.2% | +48.7% | +40.1% |
| 3Y | +157.1% | -20.4% | +177.5% | +179.5% |
| 5Y | +149.5% | -15.4% | +164.9% | +158.3% |
| All | +517.6% | +135.6% | +382.0% | +343.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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