+160.7%
SPMO vs SN
+430.5%
-269.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +0.5% | -5.6% | +6.1% | +1.6% |
| 3M | +1.9% | +48.1% | -46.2% | -7.0% |
| 6M | +27.8% | +57.6% | -29.8% | +14.5% |
| YTD | +26.7% | +56.5% | -29.8% | +13.3% |
| 1Y | +28.9% | +52.6% | -23.7% | +15.5% |
| 3Y | +160.7% | +412.0% | -251.3% | +99.8% |
| All | +160.7% | +430.5% | -269.8% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling