+162.9%
SPMO vs S
-56.9%
+219.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -0.7% | -11.8% | +11.1% | +0.5% |
| 3M | +2.8% | +33.9% | -31.1% | -1.1% |
| 6M | +24.4% | +40.1% | -15.7% | +18.4% |
| YTD | +24.2% | +32.1% | -7.9% | +18.8% |
| 1Y | +24.5% | +11.0% | +13.5% | +21.2% |
| 3Y | +155.6% | +16.9% | +138.6% | +144.1% |
| 5Y | +148.2% | -68.9% | +217.1% | +156.8% |
| All | +162.9% | -56.9% | +219.8% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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