+199.3%
SPMO vs ALHC
-33.0%
+232.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.7% |
| 7D | +0.1% | -5.8% | +5.9% | +0.4% |
| 30D | -0.7% | -3.3% | +2.6% | -0.5% |
| 3M | +2.8% | -37.9% | +40.8% | +5.0% |
| 6M | +24.4% | -29.5% | +53.9% | +25.6% |
| YTD | +24.2% | -35.4% | +59.6% | +25.8% |
| 1Y | +24.5% | -22.4% | +46.9% | +24.7% |
| 3Y | +155.6% | +146.3% | +9.2% | +129.1% |
| 5Y | +148.2% | -32.0% | +180.2% | +134.6% |
| All | +199.3% | -33.0% | +232.3% | +175.2% |
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