+150.5%
SPMO vs AZO
+85.8%
+64.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.9% | -3.6% | +2.6% | -0.3% |
| 30D | -1.9% | -5.6% | +3.6% | -1.0% |
| 3M | -1.4% | -6.6% | +5.3% | -0.5% |
| 6M | +25.5% | -22.5% | +48.0% | +31.6% |
| YTD | +24.8% | -15.2% | +40.0% | +27.5% |
| 1Y | +24.5% | -33.9% | +58.4% | +35.6% |
| 3Y | +157.1% | +11.8% | +145.3% | +134.4% |
| All | +150.5% | +85.8% | +64.8% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling