+460.5%
SPMO vs STZ
+13.4%
+447.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +6.3% | +2.6% | +3.8% | +5.7% |
| 30D | -8.9% | +15.2% | -24.1% | -12.3% |
| 3M | -13.2% | +7.6% | -20.9% | -15.3% |
| 6M | -9.3% | +5.3% | -14.5% | -11.4% |
| YTD | +11.6% | +8.6% | +2.9% | +6.7% |
| 1Y | +13.4% | +15.6% | -2.2% | +6.2% |
| 3Y | +122.9% | -35.2% | +158.0% | +145.5% |
| 5Y | +113.9% | -29.1% | +143.0% | +126.0% |
| All | +460.5% | +13.4% | +447.1% | +422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling