+573.2%
SPMO vs COO
+103.5%
+469.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +2.0% | -2.2% | +4.2% | +2.7% |
| 30D | -0.4% | -7.0% | +6.6% | +1.7% |
| 3M | -1.9% | +12.2% | -14.1% | -6.2% |
| 6M | +25.0% | -15.1% | +40.2% | +30.6% |
| YTD | +26.0% | -15.1% | +41.1% | +31.5% |
| 1Y | +28.7% | +2.3% | +26.3% | +25.6% |
| 3Y | +160.9% | -23.7% | +184.6% | +172.3% |
| 5Y | +147.9% | -38.9% | +186.8% | +176.8% |
| 10Y | +518.9% | +49.9% | +469.0% | +441.8% |
| All | +573.2% | +103.5% | +469.8% | +470.9% |
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