+157.1%
SPMO vs AU
+577.5%
-420.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.9% | -4.3% | +3.3% | -0.5% |
| 30D | -1.9% | +7.3% | -9.2% | -2.8% |
| 3M | -1.4% | +26.3% | -27.7% | -4.1% |
| 6M | +25.5% | +1.8% | +23.7% | +23.9% |
| YTD | +24.8% | +26.8% | -2.0% | +21.0% |
| 1Y | +24.5% | +66.7% | -42.2% | +18.2% |
| 3Y | +157.1% | +579.1% | -421.9% | +121.0% |
| All | +157.1% | +577.5% | -420.4% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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