+526.3%
SPMO vs AR
+43.0%
+483.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | -1.2% | +3.9% | +2.8% |
| 30D | +1.1% | +5.5% | -4.5% | +0.6% |
| 3M | +2.0% | +12.9% | -10.8% | +0.8% |
| 6M | +26.5% | +0.1% | +26.5% | +26.0% |
| YTD | +26.5% | +13.5% | +13.0% | +24.4% |
| 1Y | +27.9% | +21.6% | +6.4% | +24.8% |
| 3Y | +160.4% | +46.0% | +114.4% | +148.4% |
| 5Y | +151.5% | +143.7% | +7.8% | +129.6% |
| 10Y | +526.3% | +44.3% | +482.0% | +474.9% |
| All | +526.3% | +43.0% | +483.3% | +474.9% |
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