+258.2%
SU vs SPMO
+562.6%
-304.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +9.6% | -0.7% | +10.3% | +9.9% |
| 3M | +11.7% | +2.8% | +8.9% | +7.9% |
| 6M | +21.9% | +24.4% | -2.5% | +2.9% |
| YTD | +58.6% | +24.2% | +34.5% | +33.8% |
| 1Y | +66.5% | +24.5% | +42.0% | +39.7% |
| 3Y | +121.4% | +155.6% | -34.2% | +8.3% |
| 5Y | +355.7% | +148.2% | +207.5% | +127.7% |
| 10Y | +264.2% | +514.8% | -250.6% | +25.0% |
| All | +258.2% | +562.6% | -304.4% | +20.3% |
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