+573.2%
SPMO vs CAPR
-79.2%
+652.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | +2.0% | -2.0% | +4.0% | +2.0% |
| 30D | -0.4% | +139.2% | -139.6% | -1.6% |
| 3M | -1.9% | -66.4% | +64.5% | -1.4% |
| 6M | +25.0% | -63.1% | +88.2% | +25.5% |
| YTD | +26.0% | -67.4% | +93.5% | +26.6% |
| 1Y | +28.7% | +58.2% | -29.6% | +23.3% |
| 3Y | +160.9% | +42.2% | +118.7% | +145.0% |
| 5Y | +147.9% | +87.3% | +60.7% | +129.5% |
| 10Y | +518.9% | -75.3% | +594.2% | +444.9% |
| All | +573.2% | -79.2% | +652.5% | +500.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling