+573.2%
SPMO vs SPG
+84.5%
+488.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.0% | -2.4% | +4.4% | +2.5% |
| 30D | -0.4% | -6.8% | +6.5% | +1.1% |
| 3M | -1.9% | +2.7% | -4.6% | -2.7% |
| 6M | +25.0% | +5.5% | +19.6% | +23.2% |
| YTD | +26.0% | +15.7% | +10.3% | +21.7% |
| 1Y | +28.7% | +20.9% | +7.8% | +23.0% |
| 3Y | +160.9% | +112.4% | +48.5% | +121.9% |
| 5Y | +147.9% | +101.4% | +46.6% | +111.1% |
| 10Y | +518.9% | +60.6% | +458.3% | +436.4% |
| All | +573.2% | +84.5% | +488.7% | +479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling