+505.4%
SPMO vs THC
+683.8%
-178.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.6% |
| 7D | +1.8% | +0.2% | +1.6% | +1.8% |
| 30D | -10.0% | +9.0% | -19.0% | -10.9% |
| 3M | -9.4% | +12.9% | -22.3% | -10.7% |
| 6M | -7.7% | +52.8% | -60.5% | -12.6% |
| YTD | +13.3% | +47.4% | -34.1% | +7.4% |
| 1Y | +12.7% | +47.7% | -35.0% | +6.7% |
| 3Y | +127.5% | +444.7% | -317.2% | +83.4% |
| 5Y | +119.7% | +269.3% | -149.6% | +80.6% |
| 10Y | +469.5% | +1,913.5% | -1,444.1% | +291.2% |
| All | +505.4% | +683.8% | -178.3% | +317.8% |
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