+517.6%
SPMO vs COO
+17.0%
+500.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.9% | -22.5% | +21.6% | +6.8% |
| 30D | -1.9% | -29.7% | +27.8% | +8.9% |
| 3M | -1.4% | -20.1% | +18.8% | +4.6% |
| 6M | +25.5% | -26.9% | +52.4% | +36.6% |
| YTD | +24.8% | -34.2% | +59.1% | +40.7% |
| 1Y | +24.5% | -21.3% | +45.7% | +31.1% |
| 3Y | +157.1% | -38.7% | +195.8% | +185.5% |
| 5Y | +149.5% | -52.2% | +201.7% | +201.8% |
| All | +517.6% | +17.0% | +500.6% | +471.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling