+170.6%
SPMO vs SN
+476.8%
-306.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.5% |
| 7D | +2.7% | -3.4% | +6.1% | +3.3% |
| 30D | +1.1% | -9.1% | +10.1% | +2.7% |
| 3M | +2.0% | +31.8% | -29.7% | -3.5% |
| 6M | +26.5% | +52.0% | -25.5% | +15.9% |
| YTD | +26.5% | +51.3% | -24.8% | +15.7% |
| 1Y | +27.9% | +46.9% | -18.9% | +17.3% |
| 3Y | +160.4% | +394.9% | -234.6% | +114.6% |
| All | +170.6% | +476.8% | -306.1% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling