+157.1%
SPMO vs TRU
-1.3%
+158.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -1.9% | -2.0% | +0.1% | -1.7% |
| 3M | -1.4% | +18.4% | -19.8% | -5.5% |
| 6M | +25.5% | +8.9% | +16.6% | +21.9% |
| YTD | +24.8% | -8.9% | +33.8% | +25.7% |
| 1Y | +24.5% | -15.9% | +40.4% | +27.4% |
| 3Y | +157.1% | -1.1% | +158.2% | +165.0% |
| All | +157.1% | -1.3% | +158.4% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling