+576.6%
SPMO vs CG
+294.3%
+282.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.7% |
| 30D | +0.5% | -3.2% | +3.7% | +1.3% |
| 3M | +1.9% | +6.2% | -4.3% | -0.3% |
| 6M | +27.8% | -4.7% | +32.5% | +28.6% |
| YTD | +26.7% | -20.6% | +47.3% | +33.8% |
| 1Y | +28.9% | -26.4% | +55.3% | +38.7% |
| 3Y | +160.7% | +55.4% | +105.3% | +118.8% |
| 5Y | +150.2% | +9.8% | +140.4% | +124.2% |
| 10Y | +517.5% | +341.4% | +176.2% | +315.7% |
| All | +576.6% | +294.3% | +282.3% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling