+514.3%
SPMO vs Z
-6.2%
+520.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.4% |
| 7D | +0.1% | -11.6% | +11.7% | +1.9% |
| 30D | -0.7% | -8.5% | +7.8% | +0.4% |
| 3M | +2.8% | -7.9% | +10.7% | +3.3% |
| 6M | +24.4% | -29.1% | +53.5% | +29.8% |
| YTD | +24.2% | -54.2% | +78.4% | +38.1% |
| 1Y | +24.5% | -63.5% | +88.0% | +43.0% |
| 3Y | +155.6% | -38.6% | +194.2% | +163.4% |
| 5Y | +148.2% | -66.0% | +214.2% | +166.8% |
| All | +514.3% | -6.2% | +520.6% | +438.5% |
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