+151.5%
SPMO vs ACM
+2.7%
+148.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.0% |
| 7D | +2.7% | -3.7% | +6.4% | +4.0% |
| 30D | +1.1% | -12.7% | +13.7% | +5.5% |
| 3M | +2.0% | -9.8% | +11.8% | +4.7% |
| 6M | +26.5% | -31.4% | +57.9% | +44.7% |
| YTD | +26.5% | -32.1% | +58.6% | +44.1% |
| 1Y | +27.9% | -47.8% | +75.7% | +62.9% |
| 3Y | +160.4% | -22.1% | +182.5% | +168.7% |
| 5Y | +151.5% | +1.8% | +149.7% | +126.3% |
| All | +151.5% | +2.7% | +148.7% | +126.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling