+160.7%
SPMO vs THC
+253.4%
-92.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +3.4% | -2.6% | +5.9% | +3.7% |
| 30D | +0.5% | -1.2% | +1.7% | +0.6% |
| 3M | +1.9% | +58.9% | -57.0% | -5.0% |
| 6M | +27.8% | +9.3% | +18.5% | +26.1% |
| YTD | +26.7% | +30.4% | -3.7% | +21.1% |
| 1Y | +28.9% | +34.6% | -5.7% | +22.1% |
| 3Y | +160.7% | +246.7% | -86.0% | +112.9% |
| All | +160.7% | +253.4% | -92.8% | +112.9% |
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