+126.5%
SPMO vs CART
+133.8%
-7.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +9.8% | +1.2% | +8.6% | +9.7% |
| 30D | -9.2% | +17.8% | -27.0% | -10.6% |
| 3M | -11.0% | +20.7% | -31.7% | -12.7% |
| 6M | -6.6% | +49.7% | -56.4% | -10.9% |
| YTD | +13.3% | +30.0% | -16.7% | +9.7% |
| 1Y | +12.7% | +48.4% | -35.7% | +6.8% |
| All | +126.5% | +133.8% | -7.4% | +103.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling