+148.2%
SPMO vs APTV
-69.7%
+217.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.5% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | -0.7% | -7.9% | +7.2% | +1.1% |
| 3M | +2.8% | -29.9% | +32.8% | +11.0% |
| 6M | +24.4% | -36.6% | +61.0% | +36.7% |
| YTD | +24.2% | -40.0% | +64.1% | +37.6% |
| 1Y | +24.5% | -44.0% | +68.5% | +40.2% |
| 3Y | +155.6% | -54.5% | +210.1% | +193.9% |
| 5Y | +148.2% | -68.8% | +217.0% | +210.7% |
| All | +148.2% | -69.7% | +217.8% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling