+566.9%
SPMO vs SNY
+36.9%
+530.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.9% | -3.3% | +2.4% | -0.1% |
| 30D | -1.9% | -2.2% | +0.2% | -1.4% |
| 3M | -1.4% | -3.0% | +1.7% | -1.0% |
| 6M | +25.5% | +2.7% | +22.8% | +23.8% |
| YTD | +24.8% | -6.8% | +31.7% | +26.3% |
| 1Y | +24.5% | -5.3% | +29.8% | +25.0% |
| 3Y | +157.1% | -9.8% | +166.9% | +155.0% |
| 5Y | +149.5% | +9.7% | +139.8% | +125.5% |
| 10Y | +518.1% | +64.5% | +453.6% | +402.5% |
| All | +566.9% | +36.9% | +530.0% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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