+157.1%
SPMO vs AZO
+10.0%
+147.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.9% | -3.6% | +2.6% | -0.8% |
| 30D | -1.9% | -5.6% | +3.6% | -1.8% |
| 3M | -1.4% | -6.6% | +5.3% | -1.2% |
| 6M | +25.5% | -22.5% | +48.0% | +27.9% |
| YTD | +24.8% | -15.2% | +40.0% | +25.7% |
| 1Y | +24.5% | -33.9% | +58.4% | +29.6% |
| 3Y | +157.1% | +11.8% | +145.3% | +144.0% |
| All | +157.1% | +10.0% | +147.1% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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