+576.6%
SPMO vs RUN
-18.5%
+595.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | +3.4% | +10.2% | -6.8% | +2.5% |
| 30D | +0.5% | -9.6% | +10.1% | +1.3% |
| 3M | +1.9% | -31.5% | +33.4% | +4.8% |
| 6M | +27.8% | -18.7% | +46.5% | +29.2% |
| YTD | +26.7% | -49.9% | +76.5% | +31.6% |
| 1Y | +28.9% | -45.5% | +74.4% | +32.3% |
| 3Y | +160.7% | -34.1% | +194.8% | +138.3% |
| 5Y | +150.2% | -79.4% | +229.6% | +142.9% |
| 10Y | +517.5% | +48.9% | +468.6% | +383.4% |
| All | +576.6% | -18.5% | +595.1% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling