+573.2%
SPMO vs ACGL
+308.1%
+265.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | +2.0% | -0.7% | +2.8% | +2.2% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | -1.9% | +11.0% | -12.9% | -6.0% |
| 6M | +25.0% | -0.3% | +25.4% | +23.9% |
| YTD | +26.0% | +2.3% | +23.8% | +23.4% |
| 1Y | +28.7% | +6.4% | +22.3% | +23.9% |
| 3Y | +160.9% | +34.0% | +126.9% | +125.3% |
| 5Y | +147.9% | +161.6% | -13.7% | +61.4% |
| 10Y | +518.9% | +278.6% | +240.3% | +248.0% |
| All | +573.2% | +308.1% | +265.1% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling