+151.5%
SPMO vs SAN
+384.1%
-232.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +2.7% | -0.5% | +3.2% | +2.8% |
| 30D | +1.1% | -0.1% | +1.1% | +1.1% |
| 3M | +2.0% | +19.6% | -17.6% | -3.1% |
| 6M | +26.5% | +32.7% | -6.2% | +16.5% |
| YTD | +26.5% | +26.7% | -0.2% | +17.4% |
| 1Y | +27.9% | +51.6% | -23.7% | +12.8% |
| 3Y | +160.4% | +348.7% | -188.4% | +70.2% |
| 5Y | +151.5% | +378.7% | -227.2% | +51.8% |
| All | +151.5% | +384.1% | -232.6% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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