+517.6%
SPMO vs APTV
-16.1%
+533.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.9% | -5.0% | +4.1% | +0.2% |
| 30D | -1.9% | -6.1% | +4.1% | -0.6% |
| 3M | -1.4% | -33.0% | +31.6% | +7.8% |
| 6M | +25.5% | -35.2% | +60.7% | +37.2% |
| YTD | +24.8% | -40.1% | +65.0% | +38.6% |
| 1Y | +24.5% | -45.6% | +70.1% | +41.3% |
| 3Y | +157.1% | -54.4% | +211.5% | +195.4% |
| 5Y | +149.5% | -68.9% | +218.4% | +205.9% |
| All | +517.6% | -16.1% | +533.7% | +519.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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