+24.5%
SPMO vs SM
+51.5%
-27.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.8% |
| 7D | +0.1% | +2.1% | -2.1% | +0.3% |
| 30D | -0.7% | +18.1% | -18.8% | +0.6% |
| 3M | +2.8% | +17.0% | -14.1% | +4.9% |
| 6M | +24.4% | +55.4% | -31.0% | +26.9% |
| YTD | +24.2% | +108.6% | -84.4% | +25.7% |
| 1Y | +24.5% | +45.7% | -21.2% | +26.2% |
| All | +24.5% | +51.5% | -27.0% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling