+136.2%
SPMO vs S
-51.7%
+187.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +6.3% | +2.0% | +4.4% | +6.1% |
| 30D | -8.9% | -2.7% | -6.1% | -8.6% |
| 3M | -13.2% | -6.9% | -6.3% | -12.9% |
| 6M | -9.3% | +38.1% | -47.3% | -13.4% |
| YTD | +11.6% | +48.0% | -36.4% | +5.0% |
| 1Y | +13.4% | +34.5% | -21.1% | +7.8% |
| 3Y | +122.9% | +38.3% | +84.6% | +108.7% |
| 5Y | +113.9% | -70.9% | +184.8% | +121.6% |
| All | +136.2% | -51.7% | +187.9% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling