+160.7%
SPMO vs CMS
+35.3%
+125.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.4% | +1.2% | +2.2% | +3.5% |
| 30D | +0.5% | -3.2% | +3.7% | +0.2% |
| 3M | +1.9% | -2.2% | +4.1% | +1.4% |
| 6M | +27.8% | -9.4% | +37.2% | +27.0% |
| YTD | +26.7% | +0.7% | +26.0% | +26.2% |
| 1Y | +28.9% | +0.4% | +28.5% | +28.5% |
| 3Y | +160.7% | +35.2% | +125.5% | +158.6% |
| All | +160.7% | +35.3% | +125.3% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling