+160.7%
SPMO vs ACM
-19.8%
+180.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +0.5% | -12.9% | +13.4% | +4.4% |
| 3M | +1.9% | -6.4% | +8.3% | +3.0% |
| 6M | +27.8% | -29.2% | +57.0% | +42.3% |
| YTD | +26.7% | -29.9% | +56.6% | +40.5% |
| 1Y | +28.9% | -47.3% | +76.2% | +59.9% |
| 3Y | +160.7% | -19.6% | +180.3% | +164.6% |
| All | +160.7% | -19.8% | +180.5% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling