+294.9%
SPMO vs SITM
+4,437.5%
-4,142.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +2.7% | +3.7% | -1.0% | +2.1% |
| 30D | +1.1% | -14.5% | +15.6% | +3.2% |
| 3M | +2.0% | -10.6% | +12.6% | +2.6% |
| 6M | +26.5% | +65.5% | -39.0% | +15.3% |
| YTD | +26.5% | +67.0% | -40.5% | +14.2% |
| 1Y | +27.9% | +138.6% | -110.7% | +8.5% |
| 3Y | +160.4% | +421.8% | -261.4% | +86.7% |
| 5Y | +151.5% | +172.4% | -20.9% | +81.7% |
| All | +294.9% | +4,437.5% | -4,142.6% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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