+573.2%
SPMO vs ALM
+2,010.5%
-1,437.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | +2.0% | -2.6% | +4.6% | +2.1% |
| 30D | -0.4% | +32.0% | -32.4% | -1.3% |
| 3M | -1.9% | -15.0% | +13.2% | -1.8% |
| 6M | +25.0% | -10.1% | +35.2% | +24.7% |
| YTD | +26.0% | +99.4% | -73.4% | +23.3% |
| 1Y | +28.7% | +316.4% | -287.7% | +23.7% |
| 3Y | +160.9% | +2,022.0% | -1,861.1% | +141.3% |
| 5Y | +147.9% | +941.2% | -793.3% | +131.0% |
| 10Y | +518.9% | +2,950.3% | -2,431.4% | +464.8% |
| All | +573.2% | +2,010.5% | -1,437.3% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling