+460.5%
SPMO vs ALM
+2,100.8%
-1,640.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.7% | -9.3% | -1.9% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | -8.9% | -19.3% | +10.5% | -8.2% |
| 3M | -13.2% | -40.6% | +27.4% | -11.7% |
| 6M | -9.3% | -57.9% | +48.6% | -6.9% |
| YTD | +11.6% | -6.7% | +18.2% | +11.9% |
| 1Y | +13.4% | +20.2% | -6.8% | +12.9% |
| 3Y | +122.9% | +879.4% | -756.6% | +110.4% |
| 5Y | +113.9% | +415.3% | -301.4% | +103.0% |
| All | +460.5% | +2,100.8% | -1,640.3% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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