+469.5%
SPMO vs CAPR
-63.2%
+532.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | +0.1% |
| 7D | +9.8% | +19.1% | -9.3% | +9.5% |
| 30D | -9.2% | +48.8% | -58.0% | -9.7% |
| 3M | -11.0% | +144.4% | -155.3% | -12.2% |
| 6M | -6.6% | -67.5% | +60.9% | -6.3% |
| YTD | +13.3% | -64.5% | +77.9% | +13.6% |
| 1Y | +12.7% | +74.4% | -61.8% | +7.7% |
| 3Y | +127.5% | +265.7% | -138.2% | +109.7% |
| 5Y | +117.4% | +196.0% | -78.6% | +99.1% |
| All | +469.5% | -63.2% | +532.7% | +395.1% |
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