+150.5%
SPMO vs TXG
-62.8%
+213.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -0.9% | +9.5% | -10.4% | -2.0% |
| 30D | -1.9% | +18.8% | -20.7% | -4.0% |
| 3M | -1.4% | +136.1% | -137.5% | -11.4% |
| 6M | +25.5% | +235.2% | -209.7% | +7.7% |
| YTD | +24.8% | +320.5% | -295.7% | +3.9% |
| 1Y | +24.5% | +425.2% | -400.7% | +0.2% |
| 3Y | +157.1% | +42.9% | +114.2% | +127.0% |
| All | +150.5% | -62.8% | +213.3% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling