+114.4%
SPMO vs ALB
-64.0%
+178.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | +6.3% | -5.8% | +12.1% | +7.3% |
| 30D | -8.9% | -4.5% | -4.3% | -8.3% |
| 3M | -13.2% | -28.1% | +14.9% | -9.1% |
| 6M | -9.3% | -53.2% | +43.9% | +1.2% |
| YTD | +11.6% | -33.3% | +44.9% | +16.5% |
| 1Y | +13.4% | -17.4% | +30.8% | +14.3% |
| 3Y | +122.9% | -14.1% | +137.0% | +107.9% |
| All | +114.4% | -64.0% | +178.3% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling