+203.8%
SPMO vs ALHC
-28.9%
+232.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.0% |
| 30D | -0.4% | -1.0% | +0.7% | -0.4% |
| 3M | -1.9% | -10.2% | +8.3% | -1.9% |
| 6M | +25.0% | -28.3% | +53.3% | +26.2% |
| YTD | +26.0% | -31.4% | +57.5% | +27.3% |
| 1Y | +28.7% | -16.9% | +45.6% | +28.4% |
| 3Y | +160.9% | +135.5% | +25.4% | +135.3% |
| 5Y | +147.9% | -33.6% | +181.5% | +134.9% |
| All | +203.8% | -28.9% | +232.7% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling