+23.1%
SPMO vs WOLF
+39.8%
-16.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.7% | +5.9% | -1.0% |
| 7D | +0.1% | -6.2% | +6.3% | +0.7% |
| 30D | -0.7% | -16.5% | +15.8% | +1.0% |
| 3M | +2.8% | -42.0% | +44.9% | +7.1% |
| 6M | +24.4% | +51.8% | -27.4% | +18.7% |
| YTD | +24.2% | +44.6% | -20.4% | +18.4% |
| All | +23.1% | +39.8% | -16.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling