+514.3%
SPMO vs THC
+1,021.1%
-506.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.7% | +1.5% | -2.2% | -0.9% |
| 3M | +2.8% | +59.9% | -57.1% | -3.5% |
| 6M | +24.4% | +11.0% | +13.5% | +22.0% |
| YTD | +24.2% | +32.6% | -8.4% | +18.8% |
| 1Y | +24.5% | +37.4% | -12.9% | +18.3% |
| 3Y | +155.6% | +252.5% | -97.0% | +112.7% |
| 5Y | +148.2% | +262.3% | -114.2% | +101.1% |
| All | +514.3% | +1,021.1% | -506.8% | +320.2% |
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