+505.5%
SPMO vs CP
+231.6%
+273.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +9.8% | +0.9% | +8.9% | +9.4% |
| 30D | -9.2% | +10.3% | -19.5% | -12.6% |
| 3M | -11.0% | +2.3% | -13.2% | -11.9% |
| 6M | -6.6% | +10.7% | -17.4% | -10.7% |
| YTD | +13.3% | +29.3% | -16.0% | +1.8% |
| 1Y | +12.7% | +31.5% | -18.8% | +0.5% |
| 3Y | +127.5% | +36.7% | +90.8% | +97.0% |
| 5Y | +117.4% | +26.8% | +90.6% | +90.9% |
| 10Y | +469.5% | +260.1% | +209.4% | +275.4% |
| All | +505.5% | +231.6% | +273.9% | +302.0% |
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