+576.6%
SPMO vs VMC
+198.5%
+378.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | +0.5% | -9.1% | +9.6% | +3.1% |
| 3M | +1.9% | -4.1% | +6.1% | +2.6% |
| 6M | +27.8% | -5.5% | +33.3% | +29.1% |
| YTD | +26.7% | -8.9% | +35.6% | +28.7% |
| 1Y | +28.9% | -12.9% | +41.8% | +32.5% |
| 3Y | +160.7% | +22.1% | +138.5% | +142.5% |
| 5Y | +150.2% | +52.7% | +97.5% | +117.8% |
| 10Y | +517.5% | +152.7% | +364.8% | +367.8% |
| All | +576.6% | +198.5% | +378.1% | +409.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VMC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling