+573.2%
SPMO vs SBAC
+90.1%
+483.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | -0.4% | +6.9% | -7.3% | -1.9% |
| 3M | -1.9% | -8.2% | +6.3% | -0.4% |
| 6M | +25.0% | -1.6% | +26.7% | +23.8% |
| YTD | +26.0% | -0.1% | +26.1% | +23.9% |
| 1Y | +28.7% | -0.5% | +29.1% | +26.5% |
| 3Y | +160.9% | -9.1% | +170.0% | +155.5% |
| 5Y | +147.9% | -43.8% | +191.7% | +180.4% |
| 10Y | +518.9% | +80.5% | +438.4% | +464.5% |
| All | +573.2% | +90.1% | +483.1% | +511.7% |
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