+272.2%
CME vs SPMO
+514.3%
-242.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +6.2% | -0.7% | +6.9% | +6.4% |
| 3M | +4.4% | +2.8% | +1.5% | +1.9% |
| 6M | -9.6% | +24.4% | -34.1% | -20.0% |
| YTD | +3.8% | +24.2% | -20.4% | -8.2% |
| 1Y | +9.5% | +24.5% | -15.0% | -3.5% |
| 3Y | +51.9% | +155.6% | -103.7% | -14.6% |
| 5Y | +78.7% | +148.2% | -69.5% | +1.3% |
| All | +272.2% | +514.3% | -242.1% | +30.3% |
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