+117.4%
SPMO vs SPG
+83.3%
+34.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +9.8% | +3.1% | +6.7% | +8.6% |
| 30D | -9.2% | +16.4% | -25.6% | -14.2% |
| 3M | -11.0% | +7.1% | -18.0% | -13.3% |
| 6M | -6.6% | +16.1% | -22.7% | -12.5% |
| YTD | +13.3% | +30.4% | -17.1% | +1.1% |
| 1Y | +12.7% | +33.0% | -20.3% | -0.4% |
| 3Y | +127.5% | +134.6% | -7.2% | +57.0% |
| 5Y | +117.4% | +84.9% | +32.5% | +62.5% |
| All | +117.4% | +83.3% | +34.1% | +62.5% |
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