+495.9%
SPMO vs SM
-9.5%
+505.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.3% | +9.4% | -3.0% | +5.8% |
| 30D | -8.9% | -14.4% | +5.5% | -8.1% |
| 3M | -13.2% | +1.6% | -14.8% | -13.5% |
| 6M | -9.3% | +6.3% | -15.6% | -10.1% |
| YTD | +11.6% | +78.8% | -67.2% | +6.5% |
| 1Y | +13.4% | +83.1% | -69.8% | +8.0% |
| 3Y | +122.9% | -5.9% | +128.8% | +118.8% |
| 5Y | +113.9% | +4.8% | +109.1% | +106.5% |
| 10Y | +460.5% | +17.5% | +443.0% | +370.4% |
| All | +495.9% | -9.5% | +505.4% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling