+575.8%
SPMO vs TRI
+199.0%
+376.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.4% |
| 7D | +2.7% | -8.4% | +11.1% | +4.8% |
| 30D | +1.1% | -6.5% | +7.5% | +2.4% |
| 3M | +2.0% | +18.6% | -16.5% | -5.3% |
| 6M | +26.5% | -10.4% | +37.0% | +28.1% |
| YTD | +26.5% | -23.7% | +50.2% | +35.7% |
| 1Y | +27.9% | -42.5% | +70.4% | +55.4% |
| 3Y | +160.4% | -19.3% | +179.7% | +161.6% |
| 5Y | +151.5% | -9.7% | +161.1% | +134.6% |
| 10Y | +526.3% | +194.4% | +331.9% | +280.5% |
| All | +575.8% | +199.0% | +376.8% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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