+149.3%
SPMO vs AFRM
-25.1%
+174.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -8.7% | -7.3% | -1.4% | -8.1% |
| 30D | -18.7% | -9.6% | -9.1% | -18.0% |
| 3M | -16.4% | -11.1% | -5.4% | -15.8% |
| 6M | -11.9% | +3.9% | -15.7% | -12.6% |
| YTD | +4.9% | -8.5% | +13.4% | +4.6% |
| 1Y | +6.2% | +3.3% | +2.9% | +4.6% |
| 3Y | +115.1% | +213.7% | -98.6% | +86.9% |
| 5Y | +102.2% | -58.5% | +160.8% | +83.2% |
| All | +149.3% | -25.1% | +174.4% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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