+151.5%
SPMO vs RVTY
-34.2%
+185.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.5% |
| 7D | +2.7% | -5.4% | +8.1% | +4.0% |
| 30D | +1.1% | +6.7% | -5.7% | -0.5% |
| 3M | +2.0% | +19.0% | -17.0% | -2.4% |
| 6M | +26.5% | +34.6% | -8.1% | +17.0% |
| YTD | +26.5% | +28.3% | -1.8% | +17.9% |
| 1Y | +27.9% | +46.0% | -18.1% | +15.1% |
| 3Y | +160.4% | +16.9% | +143.5% | +141.6% |
| 5Y | +151.5% | -32.9% | +184.4% | +169.7% |
| All | +151.5% | -34.2% | +185.7% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling