+517.6%
SPMO vs CG
+314.7%
+202.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | -0.9% | -9.9% | +8.9% | +2.4% |
| 30D | -1.9% | -11.7% | +9.7% | +1.8% |
| 3M | -1.4% | -4.3% | +2.9% | -0.5% |
| 6M | +25.5% | -8.8% | +34.3% | +28.1% |
| YTD | +24.8% | -26.9% | +51.7% | +36.0% |
| 1Y | +24.5% | -35.4% | +59.9% | +40.7% |
| 3Y | +157.1% | +43.0% | +114.1% | +116.4% |
| 5Y | +149.5% | +1.9% | +147.6% | +125.8% |
| All | +517.6% | +314.7% | +202.9% | +282.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling