-7.7%
SRE vs SPMO
+11.0%
-18.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.9% |
| 7D | -2.1% | -8.9% | +6.8% | -2.0% |
| 30D | +6.1% | -13.8% | +19.9% | +6.4% |
| 3M | -3.5% | -12.5% | +9.0% | -3.3% |
| 6M | -10.8% | -1.5% | -9.3% | -12.4% |
| YTD | -4.0% | +11.3% | -15.3% | -7.5% |
| 1Y | -7.7% | +11.5% | -19.1% | -11.2% |
| All | -7.7% | +11.0% | -18.6% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling