+505.5%
SPMO vs COO
+81.8%
+423.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +9.8% | -2.1% | +11.9% | +10.4% |
| 30D | -9.2% | +13.9% | -23.1% | -12.8% |
| 3M | -11.0% | -18.9% | +8.0% | -6.0% |
| 6M | -6.6% | +3.7% | -10.4% | -9.5% |
| YTD | +13.3% | -24.1% | +37.5% | +21.4% |
| 1Y | +12.7% | -14.2% | +26.9% | +15.6% |
| 3Y | +127.5% | -24.5% | +151.9% | +134.8% |
| 5Y | +117.4% | -40.4% | +157.8% | +141.1% |
| 10Y | +469.5% | +40.5% | +429.0% | +410.0% |
| All | +505.5% | +81.8% | +423.6% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling