+112.5%
SPMO vs THC
+266.8%
-154.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.6% | +8.8% | -11.5% | -3.9% |
| 30D | -14.2% | +10.0% | -24.3% | -15.5% |
| 3M | -12.7% | +11.7% | -24.3% | -14.2% |
| 6M | -9.6% | +52.5% | -62.0% | -16.0% |
| YTD | +9.3% | +46.1% | -36.8% | +1.8% |
| 1Y | +8.2% | +49.1% | -40.9% | +0.3% |
| 3Y | +119.4% | +439.6% | -320.2% | +58.0% |
| 5Y | +112.5% | +263.2% | -150.7% | +64.2% |
| All | +112.5% | +266.8% | -154.4% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling