+110.5%
SPMO vs ACGL
+168.9%
-58.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.8% |
| 30D | -14.1% | +13.1% | -27.2% | -16.1% |
| 3M | -13.1% | +9.8% | -22.9% | -14.7% |
| 6M | -9.4% | +15.3% | -24.7% | -12.6% |
| YTD | +9.5% | +12.7% | -3.2% | +5.9% |
| 1Y | +10.5% | +20.7% | -10.2% | +4.7% |
| 3Y | +124.4% | +34.3% | +90.1% | +100.9% |
| 5Y | +110.5% | +170.6% | -60.1% | +30.9% |
| All | +110.5% | +168.9% | -58.4% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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