+573.2%
SPMO vs CP
+220.4%
+352.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | +2.0% | -2.7% | +4.7% | +3.0% |
| 30D | -0.4% | +0.2% | -0.5% | -0.5% |
| 3M | -1.9% | +2.6% | -4.5% | -3.2% |
| 6M | +25.0% | +6.0% | +19.1% | +21.7% |
| YTD | +26.0% | +24.9% | +1.1% | +14.9% |
| 1Y | +28.7% | +20.1% | +8.6% | +18.9% |
| 3Y | +160.9% | +16.4% | +144.5% | +140.5% |
| 5Y | +147.9% | +31.7% | +116.2% | +114.9% |
| 10Y | +518.9% | +223.9% | +295.1% | +315.0% |
| All | +573.2% | +220.4% | +352.9% | +353.7% |
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