+460.3%
SPMO vs CF
+221.7%
+238.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -8.7% | -3.2% | -5.5% | -8.4% |
| 30D | -18.7% | +4.3% | -23.0% | -19.3% |
| 3M | -16.4% | +2.8% | -19.2% | -17.1% |
| 6M | -11.9% | +0.6% | -12.5% | -12.6% |
| YTD | +4.9% | +56.6% | -51.7% | -4.0% |
| 1Y | +6.2% | +49.6% | -43.4% | -2.2% |
| 3Y | +115.1% | +61.5% | +53.6% | +92.7% |
| 5Y | +102.2% | +124.0% | -21.7% | +67.5% |
| 10Y | +422.3% | +573.2% | -150.8% | +276.3% |
| All | +460.3% | +221.7% | +238.7% | +302.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling