+526.3%
SPMO vs ALLE
+146.0%
+380.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.0% |
| 7D | +2.7% | -2.2% | +4.9% | +3.6% |
| 30D | +1.1% | -8.3% | +9.4% | +4.4% |
| 3M | +2.0% | +16.3% | -14.2% | -4.4% |
| 6M | +26.5% | +1.8% | +24.7% | +24.6% |
| YTD | +26.5% | -3.9% | +30.5% | +26.7% |
| 1Y | +27.9% | -10.0% | +38.0% | +31.3% |
| 3Y | +160.4% | +45.8% | +114.5% | +114.4% |
| 5Y | +151.5% | +13.3% | +138.2% | +126.0% |
| 10Y | +526.3% | +155.3% | +371.1% | +325.1% |
| All | +526.3% | +146.0% | +380.4% | +325.1% |
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