+24.5%
SPMO vs ROP
-23.7%
+48.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | -4.6% | +3.7% | -1.9% |
| 30D | -1.9% | -1.7% | -0.2% | -2.2% |
| 3M | -1.4% | +17.1% | -18.4% | +0.9% |
| 6M | +25.5% | +10.9% | +14.6% | +28.4% |
| YTD | +24.8% | -12.1% | +36.9% | +28.4% |
| 1Y | +24.5% | -24.2% | +48.7% | +28.9% |
| All | +24.5% | -23.7% | +48.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling