+517.6%
SPMO vs ATI
+1,154.1%
-636.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.9% | -5.6% | +4.7% | +0.1% |
| 30D | -1.9% | -13.7% | +11.8% | +0.7% |
| 3M | -1.4% | -0.4% | -1.0% | -1.4% |
| 6M | +25.5% | +26.2% | -0.7% | +20.0% |
| YTD | +24.8% | +73.2% | -48.4% | +12.9% |
| 1Y | +24.5% | +161.6% | -137.1% | +4.6% |
| 3Y | +157.1% | +346.2% | -189.0% | +93.5% |
| 5Y | +149.5% | +1,047.6% | -898.1% | +59.3% |
| All | +517.6% | +1,154.1% | -636.5% | +272.1% |
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