+303.4%
CME vs SPMO
+460.5%
-157.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.4% |
| 7D | +3.9% | +6.3% | -2.4% | +1.6% |
| 30D | +11.3% | -8.9% | +20.2% | +14.7% |
| 3M | +19.6% | -13.2% | +32.8% | +25.3% |
| 6M | +8.1% | -9.3% | +17.3% | +9.4% |
| YTD | +20.4% | +11.6% | +8.8% | +10.2% |
| 1Y | +16.5% | +13.4% | +3.1% | +5.7% |
| 3Y | +66.4% | +122.9% | -56.4% | -1.4% |
| 5Y | +74.5% | +113.9% | -39.5% | +5.0% |
| All | +303.4% | +460.5% | -157.1% | +41.6% |
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