+460.3%
SPMO vs ALLE
+252.3%
+208.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -8.7% | -0.6% | -8.1% | -8.5% |
| 30D | -18.7% | +25.3% | -44.0% | -25.4% |
| 3M | -16.4% | +10.3% | -26.7% | -19.8% |
| 6M | -11.9% | +38.0% | -49.9% | -22.6% |
| YTD | +4.9% | +17.8% | -12.9% | -2.9% |
| 1Y | +6.2% | +13.6% | -7.4% | -0.4% |
| 3Y | +115.1% | +89.2% | +25.9% | +62.0% |
| 5Y | +102.2% | +51.1% | +51.2% | +63.2% |
| 10Y | +422.3% | +228.1% | +194.2% | +236.4% |
| All | +460.3% | +252.3% | +208.1% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling