+24.5%
SPMO vs ALC
-14.7%
+39.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -0.9% | -6.3% | +5.4% | -1.2% |
| 30D | -1.9% | -10.3% | +8.3% | -2.3% |
| 3M | -1.4% | -0.7% | -0.6% | -1.7% |
| 6M | +25.5% | -17.8% | +43.3% | +27.6% |
| YTD | +24.8% | -15.8% | +40.6% | +26.7% |
| 1Y | +24.5% | -16.7% | +41.2% | +26.2% |
| All | +24.5% | -14.7% | +39.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling