+517.6%
SPMO vs CAG
-36.2%
+553.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -0.9% | -5.7% | +4.7% | -0.3% |
| 30D | -1.9% | -2.4% | +0.5% | -1.7% |
| 3M | -1.4% | +9.8% | -11.1% | -2.7% |
| 6M | +25.5% | -10.8% | +36.3% | +27.0% |
| YTD | +24.8% | -10.8% | +35.7% | +26.0% |
| 1Y | +24.5% | -19.0% | +43.5% | +27.2% |
| 3Y | +157.1% | -39.7% | +196.8% | +171.7% |
| 5Y | +149.5% | -43.0% | +192.5% | +165.5% |
| All | +517.6% | -36.2% | +553.8% | +530.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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