+151.5%
SPMO vs S
-71.9%
+223.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | -1.2% | +3.9% | +2.8% |
| 30D | +1.1% | -12.6% | +13.6% | +2.5% |
| 3M | +2.0% | +27.6% | -25.5% | -1.4% |
| 6M | +26.5% | +35.5% | -8.9% | +20.8% |
| YTD | +26.5% | +29.6% | -3.1% | +21.1% |
| 1Y | +27.9% | +8.1% | +19.8% | +24.9% |
| 3Y | +160.4% | +14.8% | +145.6% | +149.0% |
| 5Y | +151.5% | -70.6% | +222.1% | +164.0% |
| All | +151.5% | -71.9% | +223.4% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling