+124.4%
SPMO vs CP
+30.2%
+94.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.8% |
| 7D | -1.9% | +2.8% | -4.7% | -2.7% |
| 30D | -14.1% | +11.3% | -25.4% | -16.9% |
| 3M | -13.1% | +2.9% | -15.9% | -13.9% |
| 6M | -9.4% | +9.8% | -19.2% | -12.5% |
| YTD | +9.5% | +28.5% | -19.0% | -0.3% |
| 1Y | +10.5% | +33.5% | -23.0% | -0.8% |
| 3Y | +124.4% | +31.9% | +92.5% | +105.2% |
| All | +124.4% | +30.2% | +94.2% | +105.2% |
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