+151.5%
SPMO vs Z
-65.8%
+217.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | -7.1% | +9.8% | +3.6% |
| 30D | +1.1% | -4.8% | +5.8% | +1.5% |
| 3M | +2.0% | -9.3% | +11.4% | +2.8% |
| 6M | +26.5% | -29.0% | +55.5% | +31.4% |
| YTD | +26.5% | -52.9% | +79.4% | +38.7% |
| 1Y | +27.9% | -63.1% | +91.1% | +44.8% |
| 3Y | +160.4% | -36.9% | +197.2% | +168.0% |
| 5Y | +151.5% | -65.5% | +217.0% | +151.9% |
| All | +151.5% | -65.8% | +217.3% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling