+148.2%
SPMO vs UL
+18.7%
+129.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.7% |
| 7D | +0.1% | -4.1% | +4.1% | +0.5% |
| 30D | -0.7% | -1.2% | +0.5% | -0.6% |
| 3M | +2.8% | +6.0% | -3.1% | +1.8% |
| 6M | +24.4% | -5.5% | +29.9% | +25.4% |
| YTD | +24.2% | -3.3% | +27.5% | +24.4% |
| 1Y | +24.5% | -9.8% | +34.3% | +26.2% |
| 3Y | +155.6% | +20.1% | +135.4% | +139.7% |
| 5Y | +148.2% | +19.2% | +129.0% | +125.7% |
| All | +148.2% | +18.7% | +129.5% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling