+115.8%
SPMO vs CART
+38.4%
+77.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -8.7% | +3.0% | -11.7% | -8.9% |
| 30D | -18.7% | +28.6% | -47.2% | -20.6% |
| 3M | -16.4% | +29.1% | -45.5% | -18.6% |
| 6M | -11.9% | +44.7% | -56.6% | -15.4% |
| YTD | +4.9% | +29.2% | -24.3% | +1.7% |
| 1Y | +6.2% | +66.2% | -60.0% | -0.5% |
| 3Y | +115.1% | +112.8% | +2.3% | +95.1% |
| All | +115.8% | +38.4% | +77.4% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling