+151.5%
SPMO vs ALC
-17.4%
+168.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.7% | -5.3% | +8.0% | +4.1% |
| 30D | +1.1% | -7.1% | +8.1% | +2.9% |
| 3M | +2.0% | +0.8% | +1.3% | +1.3% |
| 6M | +26.5% | -16.0% | +42.5% | +32.1% |
| YTD | +26.5% | -12.7% | +39.3% | +30.3% |
| 1Y | +27.9% | -12.8% | +40.8% | +31.4% |
| 3Y | +160.4% | -15.8% | +176.2% | +166.1% |
| 5Y | +151.5% | -16.7% | +168.1% | +156.5% |
| All | +151.5% | -17.4% | +168.9% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling