+483.9%
SPMO vs AR
+52.2%
+431.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +3.9% |
| 7D | -2.6% | -5.8% | +3.1% | -2.2% |
| 30D | -14.2% | +4.8% | -19.1% | -14.6% |
| 3M | -12.7% | +1.5% | -14.2% | -12.9% |
| 6M | -9.6% | +4.7% | -14.3% | -10.2% |
| YTD | +9.3% | +9.2% | +0.1% | +7.9% |
| 1Y | +8.2% | +11.2% | -2.9% | +6.6% |
| 3Y | +119.4% | +46.2% | +73.1% | +110.1% |
| 5Y | +112.5% | +98.1% | +14.4% | +98.1% |
| 10Y | +449.2% | +54.5% | +394.7% | +368.5% |
| All | +483.9% | +52.2% | +431.7% | +402.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling