+137.0%
SRE vs SPMO
+575.0%
-438.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.5% | +2.7% | -1.3% | +0.2% |
| 30D | +0.8% | +1.1% | -0.2% | +0.2% |
| 3M | -5.8% | +2.0% | -7.8% | -7.7% |
| 6M | -7.8% | +26.5% | -34.3% | -19.9% |
| YTD | -2.4% | +26.5% | -28.9% | -15.3% |
| 1Y | +8.9% | +27.9% | -19.0% | -6.2% |
| 3Y | +31.1% | +160.4% | -129.3% | -26.0% |
| 5Y | +48.6% | +151.5% | -102.9% | -15.2% |
| 10Y | +126.1% | +526.3% | -400.2% | -12.0% |
| All | +137.0% | +575.0% | -438.0% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling