+150.2%
SPMO vs THC
+248.0%
-97.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +3.4% | -2.6% | +5.9% | +3.8% |
| 30D | +0.5% | -1.2% | +1.7% | +0.6% |
| 3M | +1.9% | +58.9% | -57.0% | -5.9% |
| 6M | +27.8% | +9.3% | +18.5% | +25.3% |
| YTD | +26.7% | +30.4% | -3.7% | +20.1% |
| 1Y | +28.9% | +34.6% | -5.7% | +21.1% |
| 3Y | +160.7% | +246.7% | -86.0% | +102.8% |
| 5Y | +150.2% | +244.5% | -94.4% | +94.5% |
| All | +150.2% | +248.0% | -97.8% | +94.5% |
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 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