+395.2%
COR vs SPMO
+517.6%
-122.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | +2.6% | -1.9% | +4.5% | +3.2% |
| 3M | +14.5% | -1.4% | +15.8% | +13.6% |
| 6M | -7.8% | +25.5% | -33.3% | -19.3% |
| YTD | -4.2% | +24.8% | -29.1% | -16.0% |
| 1Y | +7.0% | +24.5% | -17.5% | -6.3% |
| 3Y | +85.5% | +157.1% | -71.6% | +3.2% |
| 5Y | +181.2% | +149.5% | +31.7% | +57.8% |
| All | +395.2% | +517.6% | -122.4% | +75.4% |
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