+485.0%
SPMO vs ACWI
+237.5%
+247.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +1.8% |
| 7D | -1.9% | +0.3% | -2.3% | -2.1% |
| 30D | -14.1% | -2.8% | -11.2% | -11.4% |
| 3M | -13.1% | -3.2% | -9.9% | -10.0% |
| 6M | -9.4% | +1.3% | -10.7% | -9.8% |
| YTD | +9.5% | +11.2% | -1.7% | -0.2% |
| 1Y | +10.5% | +13.8% | -3.3% | -1.4% |
| 3Y | +124.4% | +76.2% | +48.2% | +34.5% |
| 5Y | +110.5% | +59.5% | +51.0% | +37.9% |
| 10Y | +450.3% | +222.2% | +228.1% | +129.0% |
| All | +485.0% | +237.5% | +247.5% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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