+469.5%
SPMO vs ALLE
+208.6%
+260.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +9.8% | +1.6% | +8.2% | +9.2% |
| 30D | -9.2% | +24.1% | -33.3% | -16.7% |
| 3M | -11.0% | +14.8% | -25.8% | -16.0% |
| 6M | -6.6% | +45.9% | -52.5% | -20.4% |
| YTD | +13.3% | +20.7% | -7.4% | +3.5% |
| 1Y | +12.7% | +14.2% | -1.5% | +5.2% |
| 3Y | +127.5% | +90.7% | +36.8% | +67.4% |
| 5Y | +117.4% | +50.6% | +66.8% | +73.5% |
| All | +469.5% | +208.6% | +260.9% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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