+11.5%
SPMO vs CG
-14.1%
+25.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.5% | -5.4% | -1.7% |
| 7D | -8.9% | +9.4% | -18.3% | -10.6% |
| 30D | -13.8% | +8.7% | -22.5% | -15.3% |
| 3M | -12.5% | -15.0% | +2.5% | -9.2% |
| 6M | -1.5% | -13.2% | +11.7% | +1.5% |
| YTD | +11.3% | -26.2% | +37.5% | +17.8% |
| 1Y | +11.5% | -14.1% | +25.6% | +12.0% |
| All | +11.5% | -14.1% | +25.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling