+483.9%
SPMO vs ALLY
+143.7%
+340.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -2.6% | -0.7% | -2.0% | -2.5% |
| 30D | -14.2% | +1.1% | -15.4% | -14.5% |
| 3M | -12.7% | -13.2% | +0.5% | -9.8% |
| 6M | -9.6% | -13.5% | +3.9% | -6.6% |
| YTD | +9.3% | -14.3% | +23.6% | +12.8% |
| 1Y | +8.2% | -1.1% | +9.4% | +7.8% |
| 3Y | +119.4% | +62.0% | +57.4% | +90.3% |
| 5Y | +112.5% | -9.6% | +122.1% | +105.8% |
| 10Y | +449.2% | +176.0% | +273.3% | +303.8% |
| All | +483.9% | +143.7% | +340.2% | +338.6% |
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