+118.4%
SPMO vs ACM
-8.9%
+127.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -2.6% | +6.6% | -9.3% | -4.2% |
| 30D | -14.2% | +19.8% | -34.0% | -18.1% |
| 3M | -12.7% | -3.1% | -9.5% | -12.0% |
| 6M | -9.6% | -11.5% | +1.9% | -6.5% |
| YTD | +9.3% | -24.7% | +34.0% | +18.8% |
| 1Y | +8.2% | -45.1% | +53.3% | +33.9% |
| All | +118.4% | -8.9% | +127.3% | +117.9% |
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