+87.4%
SPMO vs AS
+137.8%
-50.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | +0.1% |
| 7D | -2.6% | +4.5% | -7.1% | -3.4% |
| 30D | -14.2% | +13.2% | -27.5% | -16.2% |
| 3M | -12.7% | -11.9% | -0.8% | -10.8% |
| 6M | -9.6% | -11.6% | +2.0% | -8.0% |
| YTD | +9.3% | -14.7% | +24.0% | +11.3% |
| 1Y | +8.2% | +5.7% | +2.5% | +5.9% |
| All | +87.4% | +137.8% | -50.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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