+469.5%
SPMO vs AR
+57.2%
+412.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +9.8% | +6.4% | +3.4% | +9.2% |
| 30D | -9.2% | +3.1% | -12.3% | -9.5% |
| 3M | -11.0% | +3.3% | -14.2% | -11.3% |
| 6M | -6.6% | +6.6% | -13.2% | -7.5% |
| YTD | +13.3% | +12.3% | +1.0% | +11.4% |
| 1Y | +12.7% | +12.3% | +0.3% | +10.7% |
| 3Y | +127.5% | +50.4% | +77.0% | +116.5% |
| 5Y | +117.4% | +101.0% | +16.4% | +100.8% |
| All | +469.5% | +57.2% | +412.3% | +421.6% |
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