+117.4%
SPMO vs ACI
-41.9%
+159.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +9.8% | -0.5% | +10.2% | +9.8% |
| 30D | -9.2% | +4.9% | -14.1% | -9.3% |
| 3M | -11.0% | +11.1% | -22.1% | -11.3% |
| 6M | -6.6% | -14.9% | +8.3% | -5.9% |
| YTD | +13.3% | -19.6% | +32.9% | +14.5% |
| 1Y | +12.7% | -22.7% | +35.4% | +14.4% |
| 3Y | +127.5% | -31.2% | +158.7% | +132.7% |
| 5Y | +117.4% | -42.3% | +159.7% | +121.0% |
| All | +117.4% | -41.9% | +159.2% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling