+517.6%
SPMO vs AFL
+303.3%
+214.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | -1.9% | -4.0% | +2.1% | -0.6% |
| 3M | -1.4% | -0.5% | -0.9% | -1.7% |
| 6M | +25.5% | +6.5% | +19.0% | +21.6% |
| YTD | +24.8% | +6.2% | +18.7% | +20.9% |
| 1Y | +24.5% | +8.3% | +16.2% | +19.3% |
| 3Y | +157.1% | +62.5% | +94.6% | +107.6% |
| 5Y | +149.5% | +136.2% | +13.3% | +72.9% |
| All | +517.6% | +303.3% | +214.3% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling