+469.5%
SPMO vs ALLY
+182.4%
+287.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +1.8% | -2.8% | +4.6% | +2.6% |
| 30D | -10.0% | +1.9% | -11.9% | -10.5% |
| 3M | -9.4% | -12.1% | +2.7% | -6.5% |
| 6M | -7.7% | -9.0% | +1.3% | -5.7% |
| YTD | +13.3% | -12.9% | +26.3% | +16.7% |
| 1Y | +12.7% | -0.1% | +12.8% | +11.9% |
| 3Y | +127.5% | +64.6% | +62.9% | +94.7% |
| 5Y | +119.7% | -10.1% | +129.7% | +112.9% |
| 10Y | +469.5% | +176.7% | +292.8% | +313.5% |
| All | +469.5% | +182.4% | +287.1% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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