+573.2%
SPMO vs ROP
+150.4%
+422.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.1% | +3.0% |
| 7D | +2.0% | -4.4% | +6.4% | +3.9% |
| 30D | -0.4% | +3.2% | -3.6% | -1.9% |
| 3M | -1.9% | +23.1% | -24.9% | -11.8% |
| 6M | +25.0% | +13.3% | +11.7% | +16.0% |
| YTD | +26.0% | -7.9% | +33.9% | +28.4% |
| 1Y | +28.7% | -22.1% | +50.7% | +42.2% |
| 3Y | +160.9% | -16.8% | +177.7% | +177.4% |
| 5Y | +147.9% | -13.5% | +161.4% | +155.0% |
| 10Y | +518.9% | +137.7% | +381.2% | +368.0% |
| All | +573.2% | +150.4% | +422.8% | +401.8% |
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