+469.5%
SPMO vs CNH
+113.9%
+355.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.2% |
| 7D | +1.8% | +6.7% | -4.9% | 0.0% |
| 30D | -10.0% | +7.2% | -17.2% | -11.9% |
| 3M | -9.4% | +17.5% | -26.9% | -14.2% |
| 6M | -7.7% | +15.0% | -22.6% | -12.5% |
| YTD | +13.3% | +36.8% | -23.4% | +1.5% |
| 1Y | +12.7% | +27.6% | -14.9% | +2.7% |
| 3Y | +127.5% | +34.3% | +93.2% | +98.6% |
| 5Y | +119.7% | -12.2% | +131.9% | +111.3% |
| 10Y | +469.5% | +113.9% | +355.6% | +335.3% |
| All | +469.5% | +113.9% | +355.6% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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