+148.2%
SPMO vs COO
-51.8%
+200.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.7% | +12.8% | +1.3% |
| 7D | +0.1% | -23.3% | +23.4% | +5.6% |
| 30D | -0.7% | -29.5% | +28.8% | +6.7% |
| 3M | +2.8% | -20.0% | +22.8% | +7.0% |
| 6M | +24.4% | -27.2% | +51.6% | +32.5% |
| YTD | +24.2% | -33.9% | +58.1% | +35.4% |
| 1Y | +24.5% | -19.9% | +44.4% | +28.5% |
| 3Y | +155.6% | -38.1% | +193.7% | +174.7% |
| 5Y | +148.2% | -52.0% | +200.2% | +199.6% |
| All | +148.2% | -51.8% | +200.0% | +199.6% |
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