+115.1%
SPMO vs ALLE
+88.9%
+26.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -8.7% | -0.6% | -8.1% | -8.6% |
| 30D | -18.7% | +25.3% | -44.0% | -22.8% |
| 3M | -16.4% | +10.3% | -26.7% | -18.2% |
| 6M | -11.9% | +38.0% | -49.9% | -19.0% |
| YTD | +4.9% | +17.8% | -12.9% | 0.0% |
| 1Y | +6.2% | +13.6% | -7.4% | +2.4% |
| 3Y | +115.1% | +89.2% | +25.9% | +77.0% |
| All | +115.1% | +88.9% | +26.2% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling