+573.2%
SPMO vs STZ
+11.1%
+562.2%
-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 | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | -0.4% | -1.9% | +1.5% | -0.1% |
| 3M | -1.9% | -6.2% | +4.3% | -0.8% |
| 6M | +25.0% | -14.0% | +39.1% | +28.9% |
| YTD | +26.0% | -5.1% | +31.1% | +25.5% |
| 1Y | +28.7% | -9.6% | +38.2% | +29.6% |
| 3Y | +160.9% | -47.2% | +208.1% | +203.3% |
| 5Y | +147.9% | -33.6% | +181.5% | +165.2% |
| 10Y | +518.9% | -9.8% | +528.7% | +495.2% |
| All | +573.2% | +11.1% | +562.2% | +537.4% |
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