+495.9%
SPMO vs SPG
+107.4%
+388.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.3% | +2.0% | +4.4% | +5.9% |
| 30D | -8.9% | +17.2% | -26.1% | -11.9% |
| 3M | -13.2% | +6.3% | -19.5% | -14.4% |
| 6M | -9.3% | +18.7% | -28.0% | -12.8% |
| YTD | +11.6% | +30.1% | -18.5% | +5.0% |
| 1Y | +13.4% | +32.8% | -19.4% | +6.3% |
| 3Y | +122.9% | +133.6% | -10.7% | +85.8% |
| 5Y | +113.9% | +84.4% | +29.5% | +83.7% |
| 10Y | +460.5% | +114.3% | +346.2% | +370.2% |
| All | +495.9% | +107.4% | +388.5% | +400.3% |
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