+151.5%
SPMO vs ALM
+958.0%
-806.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.5% |
| 30D | +1.1% | +33.8% | -32.7% | -0.7% |
| 3M | +2.0% | +14.8% | -12.7% | +0.8% |
| 6M | +26.5% | -7.0% | +33.5% | +25.6% |
| YTD | +26.5% | +108.1% | -81.5% | +22.1% |
| 1Y | +27.9% | +313.8% | -285.8% | +20.4% |
| 3Y | +160.4% | +2,227.6% | -2,067.2% | +132.1% |
| 5Y | +151.5% | +956.6% | -805.1% | +127.9% |
| All | +151.5% | +958.0% | -806.5% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling