+450.3%
SPMO vs ALLE
+233.6%
+216.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.4% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -14.1% | +26.6% | -40.7% | -21.8% |
| 3M | -13.1% | +13.2% | -26.3% | -17.6% |
| 6M | -9.4% | +42.9% | -52.3% | -22.1% |
| YTD | +9.5% | +21.0% | -11.5% | -0.1% |
| 1Y | +10.5% | +15.2% | -4.6% | +2.8% |
| 3Y | +124.4% | +95.6% | +28.8% | +63.4% |
| 5Y | +110.5% | +53.4% | +57.1% | +66.7% |
| 10Y | +450.3% | +221.5% | +228.8% | +236.5% |
| All | +450.3% | +233.6% | +216.6% | +236.5% |
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