+148.2%
SPMO vs CLX
-37.2%
+185.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | +0.1% | -5.9% | +5.9% | +0.5% |
| 30D | -0.7% | -17.0% | +16.3% | +0.5% |
| 3M | +2.8% | -9.6% | +12.4% | +3.5% |
| 6M | +24.4% | -21.5% | +45.9% | +26.9% |
| YTD | +24.2% | -8.8% | +33.0% | +24.5% |
| 1Y | +24.5% | -24.7% | +49.2% | +27.5% |
| 3Y | +155.6% | -35.6% | +191.2% | +165.2% |
| 5Y | +148.2% | -37.6% | +185.8% | +150.3% |
| All | +148.2% | -37.2% | +185.4% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling