+114.4%
SPMO vs RRC
+134.0%
-19.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +6.3% | +6.4% | 0.0% | +5.4% |
| 30D | -8.9% | +23.9% | -32.7% | -11.9% |
| 3M | -13.2% | +30.2% | -43.4% | -16.8% |
| 6M | -9.3% | +26.3% | -35.5% | -12.9% |
| YTD | +11.6% | +48.1% | -36.5% | +3.7% |
| 1Y | +13.4% | +37.7% | -24.3% | +6.6% |
| 3Y | +122.9% | +60.3% | +62.6% | +101.7% |
| All | +114.4% | +134.0% | -19.6% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling