+514.3%
SPMO vs ALM
+2,776.7%
-2,262.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -1.5% |
| 7D | +0.1% | -7.1% | +7.2% | +0.3% |
| 30D | -0.7% | +24.7% | -25.4% | -1.6% |
| 3M | +2.8% | +8.3% | -5.5% | +2.3% |
| 6M | +24.4% | -22.2% | +46.6% | +24.6% |
| YTD | +24.2% | +88.1% | -63.9% | +21.5% |
| 1Y | +24.5% | +272.4% | -247.9% | +19.6% |
| 3Y | +155.6% | +2,004.1% | -1,848.5% | +134.7% |
| 5Y | +148.2% | +915.8% | -767.6% | +129.9% |
| All | +514.3% | +2,776.7% | -2,262.4% | +463.9% |
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