+575.8%
SPMO vs TRU
+221.7%
+354.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.7% | -6.5% | +9.2% | +4.5% |
| 30D | +1.1% | -2.5% | +3.6% | +1.5% |
| 3M | +2.0% | +10.4% | -8.3% | -2.0% |
| 6M | +26.5% | +1.6% | +24.9% | +23.7% |
| YTD | +26.5% | -9.7% | +36.2% | +27.1% |
| 1Y | +27.9% | -17.3% | +45.2% | +31.2% |
| 3Y | +160.4% | -1.8% | +162.2% | +143.7% |
| 5Y | +151.5% | -36.2% | +187.7% | +168.0% |
| 10Y | +526.3% | +143.2% | +383.1% | +408.7% |
| All | +575.8% | +221.7% | +354.1% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling