+407.8%
SPMO vs USHY
+50.4%
+357.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.2% |
| 7D | +2.7% | -0.1% | +2.8% | +2.9% |
| 30D | +1.1% | 0.0% | +1.1% | +1.2% |
| 3M | +2.0% | +0.8% | +1.2% | +0.7% |
| 6M | +26.5% | +1.9% | +24.6% | +23.0% |
| YTD | +26.5% | +2.3% | +24.3% | +22.4% |
| 1Y | +27.9% | +4.1% | +23.8% | +20.2% |
| 3Y | +160.4% | +27.8% | +132.6% | +78.5% |
| 5Y | +151.5% | +21.5% | +130.0% | +90.9% |
| All | +407.8% | +50.4% | +357.4% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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