+469.5%
SPMO vs CP
+251.7%
+217.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -10.0% | +9.6% | -19.6% | -13.7% |
| 3M | -9.4% | +2.2% | -11.6% | -10.5% |
| 6M | -7.7% | +11.1% | -18.8% | -12.5% |
| YTD | +13.3% | +28.2% | -14.8% | +0.2% |
| 1Y | +12.7% | +32.2% | -19.5% | -1.8% |
| 3Y | +127.5% | +35.5% | +92.0% | +91.8% |
| 5Y | +119.7% | +26.8% | +92.9% | +87.2% |
| 10Y | +469.5% | +256.9% | +212.5% | +218.0% |
| All | +469.5% | +251.7% | +217.8% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling