+160.7%
SPMO vs CP
+20.4%
+140.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.6% |
| 30D | +0.5% | -0.5% | +1.1% | +0.6% |
| 3M | +1.9% | +1.4% | +0.5% | +1.1% |
| 6M | +27.8% | +10.3% | +17.5% | +22.9% |
| YTD | +26.7% | +24.3% | +2.4% | +16.5% |
| 1Y | +28.9% | +20.4% | +8.4% | +19.8% |
| 3Y | +160.7% | +21.8% | +138.9% | +138.4% |
| All | +160.7% | +20.4% | +140.3% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling