+11.5%
SPMO vs APD
+36.4%
-24.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -8.9% | +3.8% | -12.7% | -8.7% |
| 30D | -13.8% | +14.1% | -27.9% | -13.4% |
| 3M | -12.5% | +8.2% | -20.7% | -12.3% |
| 6M | -1.5% | +7.5% | -9.0% | -1.5% |
| YTD | +11.3% | +31.7% | -20.3% | +12.0% |
| 1Y | +11.5% | +35.1% | -23.6% | +12.7% |
| All | +11.5% | +36.4% | -24.9% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling