+460.5%
SPMO vs ATI
+961.4%
-500.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -0.9% |
| 7D | +6.3% | +4.2% | +2.2% | +5.6% |
| 30D | -8.9% | -2.5% | -6.3% | -8.6% |
| 3M | -13.2% | -19.4% | +6.2% | -9.9% |
| 6M | -9.3% | +11.1% | -20.3% | -11.3% |
| YTD | +11.6% | +59.5% | -48.0% | +1.9% |
| 1Y | +13.4% | +85.8% | -72.4% | +0.8% |
| 3Y | +122.9% | +311.9% | -189.0% | +68.7% |
| 5Y | +113.9% | +963.2% | -849.3% | +36.8% |
| All | +460.5% | +961.4% | -500.9% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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