+160.7%
SPMO vs CAPR
+42.0%
+118.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.5% |
| 7D | +3.4% | -9.5% | +12.9% | +3.4% |
| 30D | +0.5% | +121.5% | -121.0% | 0.0% |
| 3M | +1.9% | -65.4% | +67.3% | +2.2% |
| 6M | +27.8% | -67.5% | +95.3% | +28.2% |
| YTD | +26.7% | -68.6% | +95.3% | +27.0% |
| 1Y | +28.9% | +42.7% | -13.8% | +26.7% |
| 3Y | +160.7% | +43.4% | +117.3% | +147.6% |
| All | +160.7% | +42.0% | +118.7% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling