+573.2%
SPMO vs TAP
-34.7%
+608.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.6% |
| 7D | +2.0% | -2.3% | +4.3% | +2.4% |
| 30D | -0.4% | -2.1% | +1.8% | -0.1% |
| 3M | -1.9% | +6.6% | -8.5% | -3.5% |
| 6M | +25.0% | -11.5% | +36.5% | +27.1% |
| YTD | +26.0% | -10.3% | +36.3% | +27.3% |
| 1Y | +28.7% | -14.4% | +43.1% | +30.9% |
| 3Y | +160.9% | -28.3% | +189.2% | +172.4% |
| 5Y | +147.9% | +1.7% | +146.2% | +136.9% |
| 10Y | +518.9% | -49.2% | +568.2% | +499.4% |
| All | +573.2% | -34.7% | +608.0% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling