+27.9%
SPMO vs ADVB
-3.0%
+30.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | -0.1% |
| 7D | +2.7% | -13.0% | +15.7% | +2.7% |
| 30D | +1.1% | +7.5% | -6.4% | +1.1% |
| 3M | +2.0% | +129.1% | -127.1% | +2.6% |
| 6M | +26.5% | +71.7% | -45.2% | +26.5% |
| YTD | +26.5% | +45.5% | -19.0% | +26.3% |
| 1Y | +27.9% | -2.7% | +30.7% | +27.0% |
| All | +27.9% | -3.0% | +30.9% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling