+576.6%
SPMO vs UL
+89.6%
+487.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +3.4% | -1.3% | +4.7% | +3.8% |
| 30D | +0.5% | +0.9% | -0.4% | +0.2% |
| 3M | +1.9% | +14.2% | -12.3% | -2.5% |
| 6M | +27.8% | -3.2% | +31.0% | +28.2% |
| YTD | +26.7% | -0.3% | +27.0% | +25.6% |
| 1Y | +28.9% | -8.8% | +37.7% | +31.1% |
| 3Y | +160.7% | +23.9% | +136.8% | +134.8% |
| 5Y | +150.2% | +21.4% | +128.8% | +123.7% |
| 10Y | +517.5% | +66.7% | +450.9% | +415.7% |
| All | +576.6% | +89.6% | +487.0% | +456.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling