+148.2%
SPMO vs RIO
+90.3%
+57.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.6% |
| 7D | +0.1% | -3.4% | +3.4% | +1.1% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +2.8% | +2.5% | +0.3% | +1.9% |
| 6M | +24.4% | +10.8% | +13.6% | +20.7% |
| YTD | +24.2% | +30.5% | -6.3% | +14.9% |
| 1Y | +24.5% | +68.1% | -43.6% | +7.3% |
| 3Y | +155.6% | +94.0% | +61.5% | +108.8% |
| 5Y | +148.2% | +92.0% | +56.2% | +100.9% |
| All | +148.2% | +90.3% | +57.9% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling