+150.2%
SPMO vs CP
+34.0%
+116.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.4% | +2.4% | +1.0% | +2.5% |
| 30D | +0.5% | -0.5% | +1.1% | +0.7% |
| 3M | +1.9% | +1.4% | +0.5% | +1.0% |
| 6M | +27.8% | +10.3% | +17.5% | +22.3% |
| YTD | +26.7% | +24.3% | +2.4% | +15.1% |
| 1Y | +28.9% | +20.4% | +8.4% | +18.5% |
| 3Y | +160.7% | +21.8% | +138.9% | +133.6% |
| 5Y | +150.2% | +31.5% | +118.7% | +109.8% |
| All | +150.2% | +34.0% | +116.2% | +109.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling