+514.3%
SPMO vs CAPR
-78.6%
+593.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.8% |
| 7D | +0.1% | -10.6% | +10.6% | +0.2% |
| 30D | -0.7% | +111.2% | -111.9% | -1.8% |
| 3M | +2.8% | -67.2% | +70.1% | +3.4% |
| 6M | +24.4% | -75.1% | +99.6% | +25.5% |
| YTD | +24.2% | -71.2% | +95.4% | +24.9% |
| 1Y | +24.5% | +31.1% | -6.6% | +19.5% |
| 3Y | +155.6% | +31.3% | +124.2% | +139.7% |
| 5Y | +148.2% | +69.4% | +78.8% | +129.4% |
| All | +514.3% | -78.6% | +593.0% | +440.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling