+460.5%
SPMO vs Z
-16.5%
+477.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.0% | -2.1% |
| 7D | +6.3% | +0.8% | +5.5% | +6.2% |
| 30D | -8.9% | +5.2% | -14.1% | -9.9% |
| 3M | -13.2% | -17.0% | +3.8% | -11.5% |
| 6M | -9.3% | -22.7% | +13.4% | -6.9% |
| YTD | +11.6% | -56.3% | +67.9% | +24.3% |
| 1Y | +13.4% | -57.7% | +71.0% | +26.7% |
| 3Y | +122.9% | -16.5% | +139.4% | +117.8% |
| 5Y | +113.9% | -53.4% | +167.3% | +119.8% |
| All | +460.5% | -16.5% | +477.0% | +396.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling