+168.9%
SPMO vs ALHC
-61.4%
+230.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -8.9% | -10.6% | +1.7% | -8.4% |
| 3M | -13.2% | -45.3% | +32.1% | -10.9% |
| 6M | -9.3% | -59.7% | +50.4% | -6.0% |
| YTD | +11.6% | -62.7% | +74.3% | +15.7% |
| 1Y | +13.4% | -56.1% | +69.5% | +16.4% |
| 3Y | +122.9% | +21.3% | +101.6% | +108.4% |
| 5Y | +113.9% | -66.0% | +179.9% | +109.0% |
| All | +168.9% | -61.4% | +230.3% | +153.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling