+155.8%
SPMO vs RUN
-38.5%
+194.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.7% |
| 7D | +0.1% | -3.4% | +3.4% | +0.2% |
| 30D | -0.7% | -14.0% | +13.3% | 0.0% |
| 3M | +2.8% | -27.5% | +30.3% | +4.3% |
| 6M | +24.4% | -29.0% | +53.4% | +26.2% |
| YTD | +24.2% | -53.1% | +77.3% | +27.3% |
| 1Y | +24.5% | -46.7% | +71.2% | +26.8% |
| All | +155.8% | -38.5% | +194.3% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling