+460.5%
SPMO vs AR
+57.4%
+403.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +6.3% | +7.4% | -1.0% | +5.7% |
| 30D | -8.9% | +5.8% | -14.6% | -9.3% |
| 3M | -13.2% | +5.2% | -18.4% | -13.7% |
| 6M | -9.3% | +5.4% | -14.7% | -10.0% |
| YTD | +11.6% | +12.4% | -0.9% | +9.7% |
| 1Y | +13.4% | +12.8% | +0.6% | +11.4% |
| 3Y | +122.9% | +47.2% | +75.7% | +112.5% |
| 5Y | +113.9% | +101.1% | +12.8% | +97.6% |
| All | +460.5% | +57.4% | +403.2% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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