+576.6%
SPMO vs APTV
-29.3%
+605.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.6% |
| 7D | +3.4% | +2.0% | +1.4% | +2.9% |
| 30D | +0.5% | -7.7% | +8.2% | +2.3% |
| 3M | +1.9% | -34.0% | +35.9% | +11.3% |
| 6M | +27.8% | -37.1% | +64.9% | +40.2% |
| YTD | +26.7% | -39.9% | +66.6% | +39.9% |
| 1Y | +28.9% | -44.4% | +73.3% | +44.8% |
| 3Y | +160.7% | -54.5% | +215.2% | +197.8% |
| 5Y | +150.2% | -69.1% | +219.3% | +203.9% |
| 10Y | +517.5% | -20.0% | +537.5% | +511.1% |
| All | +576.6% | -29.3% | +605.9% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling