+517.5%
SPMO vs CF
+589.1%
-71.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +0.5% | +18.1% | -17.6% | -2.1% |
| 3M | +1.9% | +23.4% | -21.5% | -1.7% |
| 6M | +27.8% | +17.1% | +10.7% | +22.6% |
| YTD | +26.7% | +76.2% | -49.6% | +12.5% |
| 1Y | +28.9% | +62.3% | -33.4% | +16.0% |
| 3Y | +160.7% | +71.8% | +88.8% | +128.0% |
| 5Y | +150.2% | +234.6% | -84.4% | +84.3% |
| 10Y | +517.5% | +574.3% | -56.7% | +305.8% |
| All | +517.5% | +589.1% | -71.6% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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