+101.6%
SPMO vs AR
+74.0%
+27.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -8.7% | -14.3% | +5.6% | -6.7% |
| 30D | -18.7% | +1.4% | -20.1% | -18.9% |
| 3M | -16.4% | +3.4% | -19.8% | -17.1% |
| 6M | -11.9% | -2.1% | -9.8% | -12.1% |
| YTD | +4.9% | +4.7% | +0.2% | +2.6% |
| 1Y | +6.2% | +10.6% | -4.4% | +2.7% |
| 3Y | +115.1% | +24.6% | +90.5% | +100.9% |
| All | +101.6% | +74.0% | +27.6% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling