+460.5%
SPMO vs RVTY
+211.6%
+248.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | -8.9% | +1.5% | -10.4% | -9.3% |
| 3M | -13.2% | +31.5% | -44.7% | -21.0% |
| 6M | -9.3% | +62.7% | -71.9% | -23.4% |
| YTD | +11.6% | +60.0% | -48.4% | -6.4% |
| 1Y | +13.4% | +65.7% | -52.3% | -6.2% |
| 3Y | +122.9% | +85.2% | +37.7% | +69.4% |
| 5Y | +113.9% | -14.9% | +128.8% | +115.3% |
| All | +460.5% | +211.6% | +248.9% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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