+119.4%
SPMO vs THC
+450.2%
-330.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.6% | +8.8% | -11.5% | -3.6% |
| 30D | -14.2% | +10.0% | -24.3% | -15.2% |
| 3M | -12.7% | +11.7% | -24.3% | -13.9% |
| 6M | -9.6% | +52.5% | -62.0% | -14.8% |
| YTD | +9.3% | +46.1% | -36.8% | +3.2% |
| 1Y | +8.2% | +49.1% | -40.9% | +1.7% |
| 3Y | +119.4% | +439.6% | -320.2% | +66.5% |
| All | +119.4% | +450.2% | -330.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling