+566.9%
SPMO vs AZO
+289.6%
+277.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.9% | -3.6% | +2.6% | 0.0% |
| 30D | -1.9% | -5.6% | +3.6% | -0.6% |
| 3M | -1.4% | -6.6% | +5.3% | -0.2% |
| 6M | +25.5% | -22.5% | +48.0% | +32.9% |
| YTD | +24.8% | -15.2% | +40.0% | +28.5% |
| 1Y | +24.5% | -33.9% | +58.4% | +37.2% |
| 3Y | +157.1% | +11.8% | +145.3% | +138.4% |
| 5Y | +149.5% | +85.5% | +64.0% | +95.4% |
| 10Y | +518.1% | +298.2% | +219.9% | +303.0% |
| All | +566.9% | +289.6% | +277.3% | +334.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling