+151.5%
SPMO vs CAPR
+76.3%
+75.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.1% |
| 7D | +2.7% | -12.6% | +15.3% | +2.8% |
| 30D | +1.1% | +124.4% | -123.3% | +0.2% |
| 3M | +2.0% | -66.8% | +68.8% | +2.5% |
| 6M | +26.5% | -71.8% | +98.3% | +27.2% |
| YTD | +26.5% | -70.1% | +96.6% | +27.0% |
| 1Y | +27.9% | +33.3% | -5.4% | +24.4% |
| 3Y | +160.4% | +36.7% | +123.7% | +139.9% |
| 5Y | +151.5% | +72.5% | +79.0% | +121.4% |
| All | +151.5% | +76.3% | +75.2% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling