+300.6%
SPMO vs TXG
+24.6%
+275.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.4% |
| 7D | +2.7% | +9.1% | -6.4% | +1.5% |
| 30D | +1.1% | +14.9% | -13.8% | -0.9% |
| 3M | +2.0% | +120.0% | -117.9% | -8.6% |
| 6M | +26.5% | +221.8% | -195.3% | +7.2% |
| YTD | +26.5% | +312.6% | -286.1% | +3.3% |
| 1Y | +27.9% | +398.4% | -370.5% | +0.8% |
| 3Y | +160.4% | +42.1% | +118.3% | +129.1% |
| 5Y | +151.5% | -63.5% | +214.9% | +157.2% |
| All | +300.6% | +24.6% | +275.9% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling