+160.7%
SPMO vs S
+13.8%
+146.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +3.4% | -5.8% | +9.2% | +4.3% |
| 30D | +0.5% | -9.2% | +9.7% | +1.7% |
| 3M | +1.9% | +23.4% | -21.5% | -2.3% |
| 6M | +27.8% | +36.9% | -9.1% | +19.3% |
| YTD | +26.7% | +29.5% | -2.9% | +19.1% |
| 1Y | +28.9% | +5.4% | +23.5% | +25.6% |
| 3Y | +160.7% | +14.7% | +146.0% | +145.9% |
| All | +160.7% | +13.8% | +146.9% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling