+573.2%
SPMO vs CF
+259.3%
+314.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | +2.0% | +6.0% | -4.0% | +1.2% |
| 30D | -0.4% | +14.8% | -15.2% | -2.3% |
| 3M | -1.9% | +14.1% | -15.9% | -3.9% |
| 6M | +25.0% | +28.5% | -3.5% | +18.9% |
| YTD | +26.0% | +74.9% | -48.9% | +13.9% |
| 1Y | +28.7% | +61.7% | -33.0% | +17.6% |
| 3Y | +160.9% | +80.3% | +80.6% | +130.7% |
| 5Y | +147.9% | +226.0% | -78.1% | +93.9% |
| 10Y | +518.9% | +569.9% | -50.9% | +340.8% |
| All | +573.2% | +259.3% | +314.0% | +378.0% |
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