+460.5%
SPMO vs THC
+1,813.2%
-1,352.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.3% | +1.0% | +5.4% | +6.2% |
| 30D | -8.9% | +5.3% | -14.2% | -9.5% |
| 3M | -13.2% | +7.1% | -20.3% | -14.1% |
| 6M | -9.3% | +46.0% | -55.3% | -14.2% |
| YTD | +11.6% | +43.9% | -32.4% | +5.3% |
| 1Y | +13.4% | +45.4% | -32.1% | +6.8% |
| 3Y | +122.9% | +421.3% | -298.4% | +75.4% |
| 5Y | +113.9% | +261.5% | -147.5% | +71.8% |
| All | +460.5% | +1,813.2% | -1,352.7% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling