+12.7%
SPMO vs CART
+54.8%
-42.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | +1.8% | -0.6% | +2.4% | +1.8% |
| 30D | -10.0% | +23.1% | -33.1% | -9.7% |
| 3M | -9.4% | +19.2% | -28.6% | -9.0% |
| 6M | -7.7% | +45.7% | -53.4% | -7.4% |
| YTD | +13.3% | +30.9% | -17.5% | +13.5% |
| 1Y | +12.7% | +50.2% | -37.5% | +12.6% |
| All | +12.7% | +54.8% | -42.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling