+255.0%
SPMO vs RVMD
+622.3%
-367.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.9% | -3.0% | +2.0% | -0.6% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -1.4% | +36.5% | -37.9% | -4.7% |
| 6M | +25.5% | +104.6% | -79.1% | +15.1% |
| YTD | +24.8% | +155.8% | -131.0% | +10.8% |
| 1Y | +24.5% | +340.7% | -316.2% | +3.5% |
| 3Y | +157.1% | +519.9% | -362.8% | +99.9% |
| 5Y | +149.5% | +584.9% | -435.4% | +82.1% |
| All | +255.0% | +622.3% | -367.3% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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