+460.5%
SPMO vs ARMK
+131.4%
+329.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +6.3% | +2.7% | +3.7% | +5.7% |
| 30D | -8.9% | -1.5% | -7.4% | -8.5% |
| 3M | -13.2% | -11.6% | -1.7% | -10.8% |
| 6M | -9.3% | +6.7% | -16.0% | -10.8% |
| YTD | +11.6% | +47.4% | -35.9% | +1.3% |
| 1Y | +13.4% | +41.5% | -28.1% | +3.9% |
| 3Y | +122.9% | +95.5% | +27.3% | +87.8% |
| 5Y | +113.9% | +108.4% | +5.5% | +75.5% |
| All | +460.5% | +131.4% | +329.2% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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