+94.3%
SPMO vs AS
+131.9%
-37.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.1% |
| 7D | +1.8% | -3.0% | +4.8% | +2.4% |
| 30D | -10.0% | +9.6% | -19.6% | -11.6% |
| 3M | -9.4% | -8.2% | -1.2% | -8.2% |
| 6M | -7.7% | -9.9% | +2.2% | -6.5% |
| YTD | +13.3% | -16.8% | +30.1% | +15.9% |
| 1Y | +12.7% | +3.0% | +9.7% | +10.7% |
| All | +94.3% | +131.9% | -37.7% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling