+460.5%
SPMO vs CMS
+140.2%
+320.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.1% |
| 7D | +6.3% | +1.7% | +4.6% | +5.8% |
| 30D | -8.9% | +6.2% | -15.0% | -10.6% |
| 3M | -13.2% | +0.6% | -13.9% | -13.5% |
| 6M | -9.3% | -1.8% | -7.5% | -9.4% |
| YTD | +11.6% | +3.8% | +7.7% | +9.0% |
| 1Y | +13.4% | -1.8% | +15.2% | +12.9% |
| 3Y | +122.9% | +39.8% | +83.1% | +91.2% |
| 5Y | +113.9% | +37.1% | +76.8% | +81.6% |
| All | +460.5% | +140.2% | +320.3% | +334.7% |
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