+160.6%
SPMO vs ALC
-16.2%
+176.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.7% | -5.3% | +8.0% | +3.7% |
| 30D | +1.1% | -7.1% | +8.1% | +2.3% |
| 3M | +2.0% | +0.8% | +1.3% | +1.5% |
| 6M | +26.5% | -16.0% | +42.5% | +31.4% |
| YTD | +26.5% | -12.7% | +39.3% | +29.8% |
| 1Y | +27.9% | -12.8% | +40.8% | +31.1% |
| All | +160.6% | -16.2% | +176.8% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling