+495.9%
SPMO vs STZ
+27.2%
+468.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.2% |
| 3M | -13.2% | +7.6% | -20.9% | -15.2% |
| 6M | -9.3% | +5.3% | -14.5% | -11.3% |
| YTD | +11.6% | +8.6% | +2.9% | +7.0% |
| 1Y | +13.4% | +15.6% | -2.2% | +6.7% |
| 3Y | +122.9% | -35.2% | +158.0% | +144.0% |
| 5Y | +113.9% | -29.1% | +143.0% | +125.6% |
| 10Y | +460.5% | +12.9% | +447.6% | +416.4% |
| All | +495.9% | +27.2% | +468.7% | +443.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling