+111.9%
SPMO vs COO
-40.7%
+152.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.6% | +4.5% | -7.1% | -3.5% |
| 30D | -14.2% | +16.9% | -31.2% | -17.0% |
| 3M | -12.7% | -16.7% | +4.0% | -9.6% |
| 6M | -9.6% | +5.9% | -15.5% | -12.1% |
| YTD | +9.3% | -22.4% | +31.7% | +15.1% |
| 1Y | +8.2% | -10.1% | +18.4% | +9.5% |
| 3Y | +119.4% | -22.8% | +142.2% | +122.9% |
| All | +111.9% | -40.7% | +152.6% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling