+152.8%
SPMO vs STZ
-38.7%
+191.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +2.7% | -6.0% | +8.7% | +3.7% |
| 30D | +1.1% | -8.9% | +10.0% | +2.4% |
| 3M | +2.0% | -12.6% | +14.6% | +3.9% |
| 6M | +26.5% | -17.2% | +43.7% | +29.8% |
| YTD | +26.5% | -10.0% | +36.5% | +26.5% |
| 1Y | +27.9% | -14.3% | +42.2% | +29.2% |
| 3Y | +160.4% | -49.9% | +210.3% | +200.2% |
| All | +152.8% | -38.7% | +191.5% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling