+11.5%
SPMO vs UL
+1.7%
+9.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | 0.0% |
| 7D | -8.9% | +4.7% | -13.5% | -7.7% |
| 30D | -13.8% | +11.6% | -25.4% | -11.5% |
| 3M | -12.5% | +5.3% | -17.8% | -11.1% |
| 6M | -1.5% | +16.0% | -17.5% | +2.1% |
| YTD | +11.3% | +5.0% | +6.3% | +14.1% |
| 1Y | +11.5% | +1.1% | +10.3% | +14.1% |
| All | +11.5% | +1.7% | +9.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling