+514.3%
SPMO vs ALB
+84.6%
+429.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | +0.1% | -7.6% | +7.7% | +1.5% |
| 30D | -0.7% | -5.6% | +4.9% | +0.2% |
| 3M | +2.8% | -16.8% | +19.7% | +6.0% |
| 6M | +24.4% | -26.3% | +50.7% | +30.2% |
| YTD | +24.2% | -13.2% | +37.4% | +24.9% |
| 1Y | +24.5% | +68.8% | -44.3% | +8.7% |
| 3Y | +155.6% | -30.7% | +186.3% | +151.4% |
| 5Y | +148.2% | -46.3% | +194.5% | +146.3% |
| All | +514.3% | +84.6% | +429.7% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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