+150.5%
SPMO vs SBAC
-43.5%
+194.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | -1.9% | +2.0% | -3.9% | -2.1% |
| 3M | -1.4% | -8.3% | +6.9% | -0.5% |
| 6M | +25.5% | +0.3% | +25.2% | +24.6% |
| YTD | +24.8% | -2.2% | +27.0% | +24.3% |
| 1Y | +24.5% | -4.6% | +29.1% | +24.3% |
| 3Y | +157.1% | -8.3% | +165.4% | +153.1% |
| All | +150.5% | -43.5% | +194.0% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling