+160.6%
SPMO vs CART
+14.3%
+146.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.0% | +6.5% | +1.1% |
| 7D | +3.4% | -4.1% | +7.5% | +3.8% |
| 30D | +0.5% | -4.3% | +4.8% | +0.9% |
| 3M | +1.9% | +13.1% | -11.2% | +0.3% |
| 6M | +27.8% | +26.0% | +1.8% | +23.8% |
| YTD | +26.7% | +6.7% | +19.9% | +25.1% |
| 1Y | +28.9% | +6.3% | +22.6% | +26.9% |
| All | +160.6% | +14.3% | +146.3% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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