+270.1%
SPMO vs ACI
+17.4%
+252.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.8% |
| 7D | +0.1% | -7.1% | +7.2% | +0.4% |
| 30D | -0.7% | -4.5% | +3.8% | -0.5% |
| 3M | +2.8% | -22.3% | +25.1% | +4.0% |
| 6M | +24.4% | -28.4% | +52.8% | +26.3% |
| YTD | +24.2% | -29.5% | +53.7% | +26.0% |
| 1Y | +24.5% | -34.2% | +58.7% | +27.0% |
| 3Y | +155.6% | -45.7% | +201.2% | +164.7% |
| 5Y | +148.2% | -40.8% | +189.0% | +152.4% |
| All | +270.1% | +17.4% | +252.8% | +242.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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