+175.6%
APA vs SPMO
+149.2%
+26.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +0.3% | +2.7% | -2.4% | -1.8% |
| 30D | +9.3% | +1.1% | +8.2% | +8.1% |
| 3M | +23.3% | +2.0% | +21.3% | +17.5% |
| 6M | +39.5% | +26.5% | +12.9% | +4.3% |
| YTD | +87.6% | +26.5% | +61.1% | +39.5% |
| 1Y | +114.2% | +27.9% | +86.3% | +56.1% |
| 3Y | +13.6% | +160.4% | -146.8% | -70.0% |
| 5Y | +175.6% | +151.5% | +24.1% | -18.7% |
| All | +175.6% | +149.2% | +26.4% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling