+275.6%
SPMO vs ACI
+25.9%
+249.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +2.0% | +0.2% | +1.8% | +2.0% |
| 30D | -0.4% | +5.9% | -6.3% | -0.7% |
| 3M | -1.9% | -19.8% | +17.9% | -0.9% |
| 6M | +25.0% | -24.7% | +49.8% | +26.7% |
| YTD | +26.0% | -24.4% | +50.4% | +27.5% |
| 1Y | +28.7% | -31.5% | +60.2% | +31.3% |
| 3Y | +160.9% | -38.7% | +199.6% | +167.9% |
| 5Y | +147.9% | -42.8% | +190.7% | +152.7% |
| All | +275.6% | +25.9% | +249.7% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling