+566.9%
SPMO vs TRMB
+223.8%
+343.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -0.9% | -3.0% | +2.1% | 0.0% |
| 30D | -1.9% | +2.3% | -4.2% | -2.8% |
| 3M | -1.4% | +15.3% | -16.7% | -6.3% |
| 6M | +25.5% | -14.7% | +40.2% | +30.4% |
| YTD | +24.8% | -26.4% | +51.2% | +35.5% |
| 1Y | +24.5% | -30.4% | +54.9% | +37.3% |
| 3Y | +157.1% | +13.5% | +143.6% | +140.0% |
| 5Y | +149.5% | -38.6% | +188.1% | +173.5% |
| 10Y | +518.1% | +121.8% | +396.3% | +405.9% |
| All | +566.9% | +223.8% | +343.1% | +446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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