+576.6%
SPMO vs RRC
+24.3%
+552.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | +0.5% | +9.4% | -8.9% | -0.2% |
| 3M | +1.9% | +7.4% | -5.5% | +1.2% |
| 6M | +27.8% | +1.5% | +26.3% | +27.3% |
| YTD | +26.7% | +19.4% | +7.3% | +24.3% |
| 1Y | +28.9% | +24.2% | +4.7% | +25.9% |
| 3Y | +160.7% | +32.8% | +127.9% | +152.0% |
| 5Y | +150.2% | +152.9% | -2.7% | +128.8% |
| 10Y | +517.5% | +3.9% | +513.7% | +405.6% |
| All | +576.6% | +24.3% | +552.3% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling