+505.5%
SPMO vs ROP
+194.6%
+310.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +9.8% | -2.7% | +12.4% | +10.9% |
| 30D | -9.2% | +29.7% | -38.9% | -18.7% |
| 3M | -11.0% | +21.2% | -32.2% | -18.4% |
| 6M | -6.6% | +48.3% | -54.9% | -23.1% |
| YTD | +13.3% | +8.4% | +4.9% | +7.4% |
| 1Y | +12.7% | +6.0% | +6.7% | +7.9% |
| 3Y | +127.5% | -5.6% | +133.1% | +129.1% |
| 5Y | +117.4% | +1.3% | +116.1% | +108.5% |
| 10Y | +469.5% | +184.1% | +285.4% | +300.2% |
| All | +505.5% | +194.6% | +310.9% | +319.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling