+573.2%
SPMO vs ALLY
+180.3%
+392.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.5% |
| 7D | +2.0% | +3.7% | -1.7% | +1.1% |
| 30D | -0.4% | -2.3% | +1.9% | +0.2% |
| 3M | -1.9% | +3.8% | -5.7% | -2.9% |
| 6M | +25.0% | +9.7% | +15.3% | +21.8% |
| YTD | +26.0% | -1.4% | +27.4% | +25.8% |
| 1Y | +28.7% | +8.2% | +20.4% | +25.3% |
| 3Y | +160.9% | +66.5% | +94.4% | +124.4% |
| 5Y | +147.9% | +1.2% | +146.7% | +133.3% |
| 10Y | +518.9% | +191.4% | +327.5% | +342.1% |
| All | +573.2% | +180.3% | +392.9% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling