+575.8%
SPMO vs RRX
+205.8%
+370.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +1.1% | -8.0% | +9.0% | +3.5% |
| 3M | +2.0% | -25.1% | +27.1% | +10.2% |
| 6M | +26.5% | -18.3% | +44.8% | +32.4% |
| YTD | +26.5% | +14.2% | +12.4% | +19.3% |
| 1Y | +27.9% | +13.0% | +14.9% | +20.2% |
| 3Y | +160.4% | +4.2% | +156.2% | +140.0% |
| 5Y | +151.5% | +17.9% | +133.6% | +116.8% |
| 10Y | +526.3% | +220.4% | +305.9% | +297.3% |
| All | +575.8% | +205.8% | +370.0% | +325.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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