+514.3%
SPMO vs TXT
+103.1%
+411.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -0.7% | -10.2% | +9.5% | +2.8% |
| 3M | +2.8% | -13.3% | +16.1% | +7.5% |
| 6M | +24.4% | -14.4% | +38.8% | +30.4% |
| YTD | +24.2% | -9.1% | +33.3% | +27.2% |
| 1Y | +24.5% | -2.2% | +26.7% | +24.2% |
| 3Y | +155.6% | +5.1% | +150.5% | +145.7% |
| 5Y | +148.2% | +12.8% | +135.4% | +130.2% |
| All | +514.3% | +103.1% | +411.3% | +385.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling