+150.2%
SPMO vs CMS
+26.5%
+123.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | +0.5% | -3.2% | +3.7% | +0.8% |
| 3M | +1.9% | -2.2% | +4.1% | +1.8% |
| 6M | +27.8% | -9.4% | +37.2% | +29.0% |
| YTD | +26.7% | +0.7% | +26.0% | +25.7% |
| 1Y | +28.9% | +0.4% | +28.5% | +27.9% |
| 3Y | +160.7% | +35.2% | +125.5% | +140.5% |
| 5Y | +150.2% | +24.1% | +126.1% | +133.0% |
| All | +150.2% | +26.5% | +123.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling