+11.5%
SPMO vs COO
-7.7%
+19.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.8% | -0.6% |
| 7D | -8.9% | +8.4% | -17.3% | -8.5% |
| 30D | -13.8% | +13.5% | -27.3% | -13.4% |
| 3M | -12.5% | -13.8% | +1.2% | -12.9% |
| 6M | -1.5% | +4.7% | -6.2% | -2.3% |
| YTD | +11.3% | -21.4% | +32.7% | +17.3% |
| 1Y | +11.5% | -6.7% | +18.2% | +14.0% |
| All | +11.5% | -7.7% | +19.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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