+573.2%
SPMO vs CLX
+6.8%
+566.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | +2.0% | -9.2% | +11.2% | +3.3% |
| 30D | -0.4% | -11.0% | +10.7% | +1.2% |
| 3M | -1.9% | +5.0% | -6.9% | -3.0% |
| 6M | +25.0% | -18.8% | +43.9% | +28.4% |
| YTD | +26.0% | -4.4% | +30.4% | +25.9% |
| 1Y | +28.7% | -21.9% | +50.5% | +32.7% |
| 3Y | +160.9% | -32.8% | +193.7% | +173.9% |
| 5Y | +147.9% | -34.6% | +182.5% | +157.9% |
| 10Y | +518.9% | -4.7% | +523.6% | +508.5% |
| All | +573.2% | +6.8% | +566.5% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling