+517.6%
SPMO vs AGI
+392.3%
+125.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.8% |
| 30D | -1.9% | +7.2% | -9.2% | -2.4% |
| 3M | -1.4% | +4.3% | -5.6% | -1.9% |
| 6M | +25.5% | -27.1% | +52.6% | +27.5% |
| YTD | +24.8% | -6.6% | +31.4% | +24.6% |
| 1Y | +24.5% | +9.5% | +15.0% | +22.9% |
| 3Y | +157.1% | +208.4% | -51.3% | +138.2% |
| 5Y | +149.5% | +401.6% | -252.1% | +124.5% |
| All | +517.6% | +392.3% | +125.3% | +463.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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