+151.5%
SPMO vs TXT
+13.4%
+138.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +1.1% | -10.4% | +11.5% | +5.6% |
| 3M | +2.0% | -14.3% | +16.4% | +8.3% |
| 6M | +26.5% | -15.1% | +41.6% | +34.4% |
| YTD | +26.5% | -8.3% | +34.8% | +29.5% |
| 1Y | +27.9% | -0.7% | +28.6% | +26.2% |
| 3Y | +160.4% | +6.0% | +154.4% | +142.3% |
| 5Y | +151.5% | +12.5% | +139.0% | +121.4% |
| All | +151.5% | +13.4% | +138.1% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling