+495.9%
SPMO vs SBAC
+91.3%
+404.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | +6.3% | +0.6% | +5.7% | +6.2% |
| 30D | -8.9% | +5.5% | -14.3% | -10.1% |
| 3M | -13.2% | +3.1% | -16.3% | -14.1% |
| 6M | -9.3% | -7.0% | -2.2% | -8.6% |
| YTD | +11.6% | +0.5% | +11.1% | +9.3% |
| 1Y | +13.4% | +0.2% | +13.2% | +11.1% |
| 3Y | +122.9% | -7.4% | +130.2% | +117.1% |
| 5Y | +113.9% | -39.7% | +153.6% | +135.9% |
| 10Y | +460.5% | +112.5% | +348.0% | +405.3% |
| All | +495.9% | +91.3% | +404.7% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling