+259.8%
SPMO vs RVMD
+636.2%
-376.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +1.1% | +0.3% | +0.7% | +1.0% |
| 3M | +2.0% | +38.9% | -36.8% | -1.6% |
| 6M | +26.5% | +108.1% | -81.6% | +15.8% |
| YTD | +26.5% | +160.7% | -134.2% | +12.0% |
| 1Y | +27.9% | +407.3% | -379.3% | +4.5% |
| 3Y | +160.4% | +546.6% | -386.2% | +101.4% |
| 5Y | +151.5% | +579.8% | -428.3% | +83.9% |
| All | +259.8% | +636.2% | -376.4% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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