+514.3%
SPMO vs STZ
-10.3%
+524.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.3% |
| 7D | +0.1% | -4.1% | +4.2% | +1.1% |
| 30D | -0.7% | -7.6% | +6.9% | +1.1% |
| 3M | +2.8% | -12.3% | +15.1% | +5.9% |
| 6M | +24.4% | -16.3% | +40.7% | +29.2% |
| YTD | +24.2% | -8.4% | +32.5% | +24.7% |
| 1Y | +24.5% | -10.8% | +35.3% | +25.6% |
| 3Y | +155.6% | -49.0% | +204.6% | +201.7% |
| 5Y | +148.2% | -36.5% | +184.7% | +169.1% |
| All | +514.3% | -10.3% | +524.7% | +499.9% |
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