+142.8%
CI vs SPMO
+460.5%
-317.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | +1.2% | +6.3% | -5.2% | -2.0% |
| 30D | +2.6% | -8.9% | +11.4% | +6.8% |
| 3M | +7.4% | -13.2% | +20.7% | +14.3% |
| 6M | -0.1% | -9.3% | +9.2% | +1.7% |
| YTD | +9.7% | +11.6% | -1.8% | -1.7% |
| 1Y | +12.1% | +13.4% | -1.3% | -0.8% |
| 3Y | +7.0% | +122.9% | -115.9% | -43.9% |
| 5Y | +49.7% | +113.9% | -64.2% | -19.8% |
| All | +142.8% | +460.5% | -317.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling