+150.2%
SPMO vs CFG
+100.9%
+49.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.6% |
| 30D | +0.5% | -3.7% | +4.2% | +1.6% |
| 3M | +1.9% | +9.5% | -7.6% | -1.1% |
| 6M | +27.8% | +22.2% | +5.6% | +19.9% |
| YTD | +26.7% | +22.3% | +4.3% | +18.5% |
| 1Y | +28.9% | +39.4% | -10.6% | +15.5% |
| 3Y | +160.7% | +188.5% | -27.8% | +85.6% |
| 5Y | +150.2% | +101.5% | +48.6% | +97.3% |
| All | +150.2% | +100.9% | +49.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · 6 months rolling