+514.3%
SPMO vs CNH
+157.1%
+357.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.1% |
| 7D | +0.1% | -2.5% | +2.5% | +0.7% |
| 30D | -0.7% | +27.0% | -27.7% | -7.4% |
| 3M | +2.8% | +32.6% | -29.8% | -5.5% |
| 6M | +24.4% | +23.6% | +0.9% | +15.9% |
| YTD | +24.2% | +47.8% | -23.7% | +9.6% |
| 1Y | +24.5% | +21.3% | +3.2% | +15.7% |
| 3Y | +155.6% | +7.0% | +148.6% | +139.8% |
| 5Y | +148.2% | +10.2% | +138.0% | +125.1% |
| All | +514.3% | +157.1% | +357.3% | +359.4% |
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