+151.5%
SPMO vs ALB
-43.9%
+195.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.3% |
| 7D | +2.7% | -8.6% | +11.3% | +4.1% |
| 30D | +1.1% | -4.0% | +5.1% | +1.5% |
| 3M | +2.0% | -17.4% | +19.4% | +4.7% |
| 6M | +26.5% | -25.4% | +51.9% | +31.1% |
| YTD | +26.5% | -10.5% | +37.0% | +26.6% |
| 1Y | +27.9% | +75.8% | -47.9% | +13.7% |
| 3Y | +160.4% | -28.5% | +188.9% | +155.5% |
| 5Y | +151.5% | -45.1% | +196.6% | +146.8% |
| All | +151.5% | -43.9% | +195.4% | +146.8% |
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