+169.6%
SPMO vs SN
+490.7%
-321.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.0% | -9.3% | +11.3% | +3.8% |
| 30D | -0.4% | -4.8% | +4.4% | +0.4% |
| 3M | -1.9% | +40.4% | -42.3% | -8.4% |
| 6M | +25.0% | +50.9% | -25.9% | +14.7% |
| YTD | +26.0% | +54.9% | -28.9% | +14.8% |
| 1Y | +28.7% | +43.0% | -14.4% | +18.5% |
| 3Y | +160.9% | +391.8% | -230.9% | +114.2% |
| All | +169.6% | +490.7% | -321.1% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling