+526.3%
SPMO vs CMS
+116.0%
+410.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +1.1% | -1.3% | +2.4% | +1.5% |
| 3M | +2.0% | -5.4% | +7.4% | +3.4% |
| 6M | +26.5% | -10.3% | +36.9% | +30.1% |
| YTD | +26.5% | -0.2% | +26.7% | +25.4% |
| 1Y | +27.9% | -0.9% | +28.8% | +26.9% |
| 3Y | +160.4% | +34.0% | +126.4% | +126.9% |
| 5Y | +151.5% | +23.6% | +127.9% | +123.2% |
| 10Y | +526.3% | +122.2% | +404.1% | +402.3% |
| All | +526.3% | +116.0% | +410.4% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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