+573.2%
SPMO vs SM
+0.8%
+572.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.7% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -0.4% | +26.3% | -26.7% | -1.8% |
| 3M | -1.9% | +8.7% | -10.6% | -2.6% |
| 6M | +25.0% | +51.7% | -26.6% | +21.1% |
| YTD | +26.0% | +99.0% | -73.0% | +19.8% |
| 1Y | +28.7% | +34.6% | -5.9% | +25.1% |
| 3Y | +160.9% | -7.8% | +168.7% | +156.7% |
| 5Y | +147.9% | +104.8% | +43.1% | +132.3% |
| 10Y | +518.9% | +7.2% | +511.7% | +416.7% |
| All | +573.2% | +0.8% | +572.5% | +466.2% |
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 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