+573.2%
SPMO vs CMS
+167.1%
+406.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -0.4% | -3.6% | +3.2% | +0.7% |
| 3M | -1.9% | -1.9% | 0.0% | -1.8% |
| 6M | +25.0% | -11.0% | +36.0% | +28.7% |
| YTD | +26.0% | +0.2% | +25.8% | +24.9% |
| 1Y | +28.7% | -1.3% | +30.0% | +27.9% |
| 3Y | +160.9% | +35.9% | +125.0% | +128.2% |
| 5Y | +147.9% | +23.1% | +124.8% | +122.3% |
| 10Y | +518.9% | +117.9% | +401.0% | +406.8% |
| All | +573.2% | +167.1% | +406.1% | +448.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling