+160.6%
SPMO vs COO
-27.8%
+188.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | +0.7% |
| 7D | +2.7% | -9.0% | +11.7% | +3.9% |
| 30D | +1.1% | -16.8% | +17.9% | +3.4% |
| 3M | +2.0% | -7.5% | +9.5% | +2.7% |
| 6M | +26.5% | -16.3% | +42.8% | +29.9% |
| YTD | +26.5% | -22.5% | +49.1% | +31.7% |
| 1Y | +27.9% | -7.0% | +34.9% | +28.4% |
| All | +160.6% | -27.8% | +188.4% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling