+505.4%
SPMO vs ACGL
+354.1%
+151.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.8% | -1.4% | +3.2% | +2.2% |
| 30D | -10.0% | +12.4% | -22.4% | -13.4% |
| 3M | -9.4% | +11.1% | -20.5% | -12.6% |
| 6M | -7.7% | +16.3% | -24.0% | -13.0% |
| YTD | +13.3% | +13.8% | -0.5% | +7.0% |
| 1Y | +12.7% | +20.4% | -7.7% | +4.3% |
| 3Y | +127.5% | +33.6% | +93.9% | +98.1% |
| 5Y | +119.7% | +176.8% | -57.2% | +40.9% |
| 10Y | +469.5% | +324.6% | +144.9% | +208.6% |
| All | +505.4% | +354.1% | +151.3% | +230.1% |
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