+151.5%
SPMO vs SPG
+104.0%
+47.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | +2.7% | -1.7% | +4.4% | +3.3% |
| 30D | +1.1% | -6.3% | +7.3% | +3.4% |
| 3M | +2.0% | -2.4% | +4.5% | +2.4% |
| 6M | +26.5% | +9.6% | +16.9% | +21.0% |
| YTD | +26.5% | +14.2% | +12.3% | +18.8% |
| 1Y | +27.9% | +19.3% | +8.6% | +17.8% |
| 3Y | +160.4% | +106.7% | +53.7% | +90.2% |
| 5Y | +151.5% | +104.2% | +47.3% | +78.8% |
| All | +151.5% | +104.0% | +47.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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