+485.0%
SPMO vs CP
+229.6%
+255.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +3.7% |
| 7D | -1.9% | +2.8% | -4.7% | -2.9% |
| 30D | -14.1% | +11.3% | -25.4% | -17.5% |
| 3M | -13.1% | +2.9% | -15.9% | -14.2% |
| 6M | -9.4% | +9.8% | -19.2% | -13.0% |
| YTD | +9.5% | +28.5% | -19.0% | -1.4% |
| 1Y | +10.5% | +33.5% | -23.0% | -2.0% |
| 3Y | +124.4% | +31.9% | +92.5% | +96.9% |
| 5Y | +110.5% | +25.5% | +85.0% | +85.6% |
| 10Y | +450.3% | +257.6% | +192.7% | +263.6% |
| All | +485.0% | +229.6% | +255.4% | +289.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling