+126.4%
SPMO vs TAP
-24.3%
+150.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | +1.8% | -8.0% | +9.8% | +1.2% |
| 30D | -10.0% | +4.1% | -14.1% | -9.7% |
| 3M | -9.4% | -4.4% | -5.0% | -9.4% |
| 6M | -7.7% | -1.9% | -5.7% | -7.5% |
| YTD | +13.3% | -12.1% | +25.4% | +13.7% |
| 1Y | +12.7% | -12.0% | +24.7% | +13.0% |
| All | +126.4% | -24.3% | +150.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling