+573.2%
SPMO vs URA
+306.2%
+267.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | -0.4% | +7.4% | -7.8% | -2.4% |
| 3M | -1.9% | -8.4% | +6.5% | 0.0% |
| 6M | +25.0% | -12.7% | +37.8% | +28.3% |
| YTD | +26.0% | +7.8% | +18.2% | +21.6% |
| 1Y | +28.7% | +19.5% | +9.2% | +19.7% |
| 3Y | +160.9% | +116.4% | +44.5% | +102.1% |
| 5Y | +147.9% | +134.3% | +13.6% | +80.3% |
| 10Y | +518.9% | +359.3% | +159.7% | +240.4% |
| All | +573.2% | +306.2% | +267.0% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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