+505.4%
SPMO vs TAP
-36.0%
+541.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +1.8% | -8.0% | +9.8% | +3.1% |
| 30D | -10.0% | +4.1% | -14.1% | -10.8% |
| 3M | -9.4% | -4.4% | -5.0% | -9.1% |
| 6M | -7.7% | -1.9% | -5.7% | -8.2% |
| YTD | +13.3% | -12.1% | +25.4% | +14.5% |
| 1Y | +12.7% | -12.0% | +24.7% | +13.7% |
| 3Y | +127.5% | -25.0% | +152.5% | +134.4% |
| 5Y | +119.7% | -1.1% | +120.8% | +110.5% |
| 10Y | +469.5% | -47.6% | +517.1% | +450.2% |
| All | +505.4% | -36.0% | +541.5% | +479.2% |
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