+517.6%
SPMO vs RSG
+428.9%
+88.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -1.9% | +4.0% | -5.9% | -3.8% |
| 3M | -1.4% | +7.4% | -8.7% | -5.6% |
| 6M | +25.5% | +0.1% | +25.4% | +23.7% |
| YTD | +24.8% | +6.0% | +18.8% | +18.8% |
| 1Y | +24.5% | -3.0% | +27.5% | +24.1% |
| 3Y | +157.1% | +56.5% | +100.6% | +89.0% |
| 5Y | +149.5% | +90.9% | +58.6% | +58.6% |
| All | +517.6% | +428.9% | +88.7% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling