+495.9%
SPMO vs TAP
-34.2%
+530.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.1% |
| 7D | +6.3% | +1.3% | +5.1% | +6.1% |
| 30D | -8.9% | +5.7% | -14.6% | -9.9% |
| 3M | -13.2% | -1.9% | -11.3% | -13.3% |
| 6M | -9.3% | +0.9% | -10.2% | -10.2% |
| YTD | +11.6% | -9.5% | +21.1% | +12.2% |
| 1Y | +13.4% | -9.0% | +22.3% | +13.8% |
| 3Y | +122.9% | -22.2% | +145.1% | +128.3% |
| 5Y | +113.9% | +1.2% | +112.7% | +104.3% |
| 10Y | +460.5% | -46.1% | +506.7% | +439.1% |
| All | +495.9% | -34.2% | +530.1% | +467.6% |
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