+116.0%
SPMO vs AS
+120.4%
-4.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +0.9% |
| 7D | +2.0% | -4.9% | +6.9% | +2.9% |
| 30D | -0.4% | -19.6% | +19.2% | +3.6% |
| 3M | -1.9% | -14.4% | +12.5% | +0.6% |
| 6M | +25.0% | -20.1% | +45.2% | +29.4% |
| YTD | +26.0% | -20.9% | +47.0% | +30.4% |
| 1Y | +28.7% | -21.9% | +50.5% | +33.0% |
| All | +116.0% | +120.4% | -4.3% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling