+505.4%
SPMO vs CMS
+173.9%
+331.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.8% | -1.1% | +2.9% | +2.1% |
| 30D | -10.0% | +6.6% | -16.6% | -11.7% |
| 3M | -9.4% | +0.8% | -10.2% | -9.7% |
| 6M | -7.7% | -3.3% | -4.4% | -7.4% |
| YTD | +13.3% | +2.7% | +10.6% | +11.3% |
| 1Y | +12.7% | -4.0% | +16.7% | +13.0% |
| 3Y | +127.5% | +37.6% | +89.9% | +98.5% |
| 5Y | +119.7% | +35.4% | +84.2% | +90.0% |
| 10Y | +469.5% | +136.0% | +333.4% | +361.2% |
| All | +505.4% | +173.9% | +331.5% | +389.2% |
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