+563.4%
SPMO vs RSG
+513.7%
+49.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.1% | -1.8% | +1.9% | +0.9% |
| 30D | -0.7% | +2.8% | -3.5% | -2.0% |
| 3M | +2.8% | +4.3% | -1.5% | -0.1% |
| 6M | +24.4% | -0.5% | +25.0% | +23.0% |
| YTD | +24.2% | +5.2% | +19.0% | +18.9% |
| 1Y | +24.5% | -2.1% | +26.6% | +23.5% |
| 3Y | +155.6% | +56.5% | +99.1% | +90.7% |
| 5Y | +148.2% | +89.5% | +58.7% | +62.5% |
| 10Y | +514.8% | +424.8% | +90.0% | +169.6% |
| All | +563.4% | +513.7% | +49.7% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling