+576.6%
SPMO vs USFR
+27.9%
+548.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +0.5% | +0.3% | +0.2% | +0.5% |
| 3M | +1.9% | +1.0% | +0.9% | +1.9% |
| 6M | +27.8% | +1.9% | +25.9% | +27.7% |
| YTD | +26.7% | +2.7% | +24.0% | +26.4% |
| 1Y | +28.9% | +4.0% | +24.9% | +28.5% |
| 3Y | +160.7% | +14.0% | +146.6% | +158.2% |
| 5Y | +150.2% | +20.4% | +129.8% | +146.8% |
| 10Y | +517.5% | +28.1% | +489.5% | +511.0% |
| All | +576.6% | +27.9% | +548.8% | +570.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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