+505.5%
SPMO vs THC
+667.4%
-162.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +9.8% | +0.1% | +9.6% | +9.8% |
| 30D | -9.2% | +7.5% | -16.7% | -10.0% |
| 3M | -11.0% | +7.5% | -18.5% | -11.8% |
| 6M | -6.6% | +46.4% | -53.1% | -11.2% |
| YTD | +13.3% | +44.4% | -31.0% | +7.7% |
| 1Y | +12.7% | +43.4% | -30.8% | +7.0% |
| 3Y | +127.5% | +433.3% | -305.8% | +83.8% |
| 5Y | +117.4% | +262.5% | -145.2% | +79.1% |
| 10Y | +469.5% | +1,871.5% | -1,402.0% | +292.1% |
| All | +505.5% | +667.4% | -162.0% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling