+514.3%
SPMO vs ACM
+131.7%
+382.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.3% |
| 7D | +0.1% | -5.9% | +6.0% | +2.0% |
| 30D | -0.7% | -6.2% | +5.5% | +0.9% |
| 3M | +2.8% | -7.9% | +10.7% | +4.5% |
| 6M | +24.4% | -30.6% | +55.0% | +38.5% |
| YTD | +24.2% | -33.3% | +57.5% | +39.3% |
| 1Y | +24.5% | -49.2% | +73.7% | +52.7% |
| 3Y | +155.6% | -23.5% | +179.0% | +169.7% |
| 5Y | +148.2% | +0.9% | +147.2% | +137.7% |
| All | +514.3% | +131.7% | +382.7% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling