+495.9%
SPMO vs CG
+241.3%
+254.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | +6.3% | +0.2% | +6.2% | +6.2% |
| 30D | -8.9% | +11.2% | -20.0% | -11.9% |
| 3M | -13.2% | -22.1% | +8.9% | -7.0% |
| 6M | -9.3% | -17.9% | +8.7% | -4.6% |
| YTD | +11.6% | -31.3% | +42.9% | +22.6% |
| 1Y | +13.4% | -24.0% | +37.3% | +20.8% |
| 3Y | +122.9% | +45.0% | +77.9% | +90.7% |
| 5Y | +113.9% | -22.6% | +136.6% | +112.0% |
| 10Y | +460.5% | +282.1% | +178.4% | +292.5% |
| All | +495.9% | +241.3% | +254.6% | +327.3% |
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 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