+495.9%
SPMO vs ALB
+113.1%
+382.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | +6.3% | -5.8% | +12.1% | +7.5% |
| 30D | -8.9% | -4.5% | -4.3% | -8.2% |
| 3M | -13.2% | -28.1% | +14.9% | -8.3% |
| 6M | -9.3% | -53.2% | +43.9% | +3.4% |
| YTD | +11.6% | -33.3% | +44.9% | +17.4% |
| 1Y | +13.4% | -17.4% | +30.8% | +14.4% |
| 3Y | +122.9% | -14.1% | +137.0% | +107.6% |
| 5Y | +113.9% | -64.0% | +178.0% | +129.8% |
| 10Y | +460.5% | +32.8% | +427.7% | +317.0% |
| All | +495.9% | +113.1% | +382.8% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling