+122.9%
SPMO vs SBAC
-6.5%
+129.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.5% |
| 7D | +6.3% | +0.6% | +5.7% | +6.4% |
| 30D | -8.9% | +5.5% | -14.3% | -8.6% |
| 3M | -13.2% | +3.1% | -16.3% | -13.0% |
| 6M | -9.3% | -7.0% | -2.2% | -9.1% |
| YTD | +11.6% | +0.5% | +11.1% | +11.8% |
| 1Y | +13.4% | +0.2% | +13.2% | +13.7% |
| 3Y | +122.9% | -7.4% | +130.2% | +124.5% |
| All | +122.9% | -6.5% | +129.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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