+517.6%
SPMO vs RIO
+608.6%
-91.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.1% |
| 30D | -1.9% | +0.9% | -2.8% | -2.3% |
| 3M | -1.4% | -1.4% | +0.1% | -1.1% |
| 6M | +25.5% | +10.9% | +14.5% | +21.3% |
| YTD | +24.8% | +31.2% | -6.4% | +14.2% |
| 1Y | +24.5% | +67.9% | -43.4% | +5.4% |
| 3Y | +157.1% | +88.8% | +68.3% | +107.1% |
| 5Y | +149.5% | +93.1% | +56.4% | +94.3% |
| All | +517.6% | +608.6% | -91.1% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling