+42.7%
CI vs SPMO
+149.2%
-106.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | -1.1% | +2.7% | -3.8% | -1.7% |
| 30D | +0.5% | +1.1% | -0.6% | +0.1% |
| 3M | -5.2% | +2.0% | -7.2% | -6.3% |
| 6M | +4.3% | +26.5% | -22.2% | -4.7% |
| YTD | +2.8% | +26.5% | -23.7% | -6.2% |
| 1Y | -5.8% | +27.9% | -33.7% | -14.3% |
| 3Y | +4.7% | +160.4% | -155.6% | -37.8% |
| 5Y | +42.7% | +151.5% | -108.8% | -14.8% |
| All | +42.7% | +149.2% | -106.5% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling