+573.2%
SPMO vs ALB
+186.7%
+386.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.4% |
| 7D | +2.0% | -8.1% | +10.1% | +3.5% |
| 30D | -0.4% | +6.3% | -6.6% | -1.7% |
| 3M | -1.9% | -23.6% | +21.7% | +2.6% |
| 6M | +25.0% | -24.6% | +49.7% | +30.1% |
| YTD | +26.0% | -10.3% | +36.3% | +26.0% |
| 1Y | +28.7% | +61.5% | -32.8% | +13.7% |
| 3Y | +160.9% | -34.0% | +194.9% | +159.5% |
| 5Y | +147.9% | -44.6% | +192.5% | +144.8% |
| 10Y | +518.9% | +76.1% | +442.8% | +337.6% |
| All | +573.2% | +186.7% | +386.5% | +368.6% |
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