+39.1%
SPMO vs ADVB
-97.4%
+136.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.9% | +4.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | -14.1% | -61.4% | +47.3% | -13.4% |
| 3M | -13.1% | -67.8% | +54.7% | -12.4% |
| 6M | -9.4% | -66.9% | +57.5% | -9.4% |
| YTD | +9.5% | -64.9% | +74.4% | +8.7% |
| 1Y | +10.5% | -74.8% | +85.3% | +10.5% |
| All | +39.1% | -97.4% | +136.5% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling