+505.4%
SPMO vs AR
+54.6%
+450.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.1% | +3.6% |
| 7D | +1.8% | +2.1% | -0.3% | +1.7% |
| 30D | -10.0% | +4.5% | -14.5% | -10.3% |
| 3M | -9.4% | +1.0% | -10.4% | -9.6% |
| 6M | -7.7% | +4.4% | -12.1% | -8.3% |
| YTD | +13.3% | +10.9% | +2.4% | +11.7% |
| 1Y | +12.7% | +8.6% | +4.1% | +11.2% |
| 3Y | +127.5% | +48.5% | +79.0% | +117.6% |
| 5Y | +119.7% | +95.7% | +23.9% | +104.9% |
| 10Y | +469.5% | +55.5% | +414.0% | +385.1% |
| All | +505.4% | +54.6% | +450.8% | +420.7% |
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