+11.5%
SPMO vs CAPR
+47.4%
-36.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.3% | -9.1% | -0.9% |
| 7D | -8.9% | +43.2% | -52.1% | -8.9% |
| 30D | -13.8% | +14.7% | -28.4% | -13.8% |
| 3M | -12.5% | +113.9% | -126.4% | -12.6% |
| 6M | -1.5% | -73.4% | +71.9% | -1.3% |
| YTD | +11.3% | -69.1% | +80.4% | +11.4% |
| 1Y | +11.5% | +47.2% | -35.7% | +11.5% |
| All | +11.5% | +47.4% | -36.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling