+12.7%
SPMO vs CNH
+21.1%
-8.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.7% |
| 7D | +9.8% | +6.4% | +3.4% | +8.6% |
| 30D | -9.2% | -1.6% | -7.5% | -9.0% |
| 3M | -11.0% | +11.6% | -22.5% | -13.5% |
| 6M | -6.6% | +12.5% | -19.2% | -9.7% |
| YTD | +13.3% | +31.1% | -17.7% | +7.2% |
| 1Y | +12.7% | +17.0% | -4.3% | +8.2% |
| All | +12.7% | +21.1% | -8.4% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling