+24.5%
SPMO vs S
+8.9%
+15.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.9% | -0.7% | -0.3% | -0.9% |
| 30D | -1.9% | -11.4% | +9.5% | -1.3% |
| 3M | -1.4% | +33.8% | -35.2% | -3.2% |
| 6M | +25.5% | +39.5% | -14.0% | +22.1% |
| YTD | +24.8% | +31.7% | -6.8% | +21.9% |
| 1Y | +24.5% | +7.0% | +17.5% | +24.2% |
| All | +24.5% | +8.9% | +15.6% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling