+265.2%
SU vs SPMO
+517.6%
-252.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.5% |
| 7D | +2.2% | -0.9% | +3.2% | +2.8% |
| 30D | +8.4% | -1.9% | +10.4% | +9.6% |
| 3M | +12.1% | -1.4% | +13.4% | +11.3% |
| 6M | +19.7% | +25.5% | -5.8% | -0.2% |
| YTD | +58.4% | +24.8% | +33.6% | +32.4% |
| 1Y | +67.2% | +24.5% | +42.7% | +39.5% |
| 3Y | +125.0% | +157.1% | -32.1% | +6.5% |
| 5Y | +355.1% | +149.5% | +205.6% | +120.4% |
| All | +265.2% | +517.6% | -252.4% | +13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling