+212.4%
SPMO vs ABCL
-81.2%
+293.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | +0.5% | +65.1% | -64.6% | -4.1% |
| 3M | +1.9% | +111.1% | -109.2% | -5.3% |
| 6M | +27.8% | +231.6% | -203.8% | +14.0% |
| YTD | +26.7% | +234.5% | -207.8% | +12.3% |
| 1Y | +28.9% | +174.3% | -145.4% | +15.4% |
| 3Y | +160.7% | +111.5% | +49.2% | +129.6% |
| 5Y | +150.2% | -37.3% | +187.5% | +130.3% |
| All | +212.4% | -81.2% | +293.6% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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