+460.5%
SPMO vs CP
+257.3%
+203.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +6.3% | +2.1% | +4.2% | +5.4% |
| 30D | -8.9% | +9.3% | -18.2% | -12.5% |
| 3M | -13.2% | +0.5% | -13.7% | -13.7% |
| 6M | -9.3% | +10.4% | -19.7% | -13.8% |
| YTD | +11.6% | +28.7% | -17.1% | -1.6% |
| 1Y | +13.4% | +33.2% | -19.8% | -1.6% |
| 3Y | +122.9% | +38.4% | +84.4% | +86.1% |
| 5Y | +113.9% | +26.2% | +87.7% | +82.8% |
| All | +460.5% | +257.3% | +203.2% | +212.6% |
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