+517.6%
SPMO vs CLX
-3.7%
+521.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.7% |
| 7D | -0.9% | -5.7% | +4.8% | -0.1% |
| 30D | -1.9% | -17.0% | +15.1% | +0.6% |
| 3M | -1.4% | -9.7% | +8.3% | -0.2% |
| 6M | +25.5% | -19.8% | +45.3% | +29.0% |
| YTD | +24.8% | -9.8% | +34.7% | +25.7% |
| 1Y | +24.5% | -26.2% | +50.7% | +29.5% |
| 3Y | +157.1% | -36.2% | +193.3% | +172.1% |
| 5Y | +149.5% | -38.3% | +187.8% | +161.9% |
| All | +517.6% | -3.7% | +521.3% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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