+117.3%
SPMO vs ALM
+421.8%
-304.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.4% | +3.7% |
| 7D | +1.8% | -7.2% | +9.0% | +2.3% |
| 30D | -10.0% | -26.4% | +16.4% | -8.4% |
| 3M | -9.4% | -38.6% | +29.2% | -7.1% |
| 6M | -7.7% | -61.0% | +53.3% | -3.7% |
| YTD | +13.3% | -7.4% | +20.7% | +14.3% |
| 1Y | +12.7% | +14.0% | -1.3% | +12.8% |
| 3Y | +127.5% | +844.4% | -717.0% | +113.7% |
| All | +117.3% | +421.8% | -304.5% | +106.4% |
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