+150.5%
SPMO vs AGI
+400.3%
-249.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.9% | +7.2% | -9.2% | -2.9% |
| 3M | -1.4% | +4.3% | -5.6% | -2.3% |
| 6M | +25.5% | -27.1% | +52.6% | +29.0% |
| YTD | +24.8% | -6.6% | +31.4% | +24.3% |
| 1Y | +24.5% | +9.5% | +15.0% | +21.4% |
| 3Y | +157.1% | +208.4% | -51.3% | +119.3% |
| All | +150.5% | +400.3% | -249.8% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling