+573.2%
SPMO vs AR
+59.4%
+513.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +2.0% | +2.5% | -0.5% | +1.8% |
| 30D | -0.4% | +14.8% | -15.2% | -1.5% |
| 3M | -1.9% | +6.2% | -8.1% | -2.5% |
| 6M | +25.0% | +4.3% | +20.8% | +24.2% |
| YTD | +26.0% | +14.4% | +11.7% | +24.0% |
| 1Y | +28.7% | +21.3% | +7.3% | +25.8% |
| 3Y | +160.9% | +39.8% | +121.1% | +150.6% |
| 5Y | +147.9% | +142.1% | +5.8% | +128.5% |
| 10Y | +518.9% | +52.0% | +466.9% | +426.3% |
| All | +573.2% | +59.4% | +513.8% | +478.3% |
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