+517.6%
SPMO vs VMC
+156.6%
+361.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | -0.9% | -3.8% | +2.8% | +0.2% |
| 30D | -1.9% | -9.7% | +7.8% | +1.0% |
| 3M | -1.4% | -9.6% | +8.3% | +1.1% |
| 6M | +25.5% | -4.8% | +30.3% | +26.5% |
| YTD | +24.8% | -10.9% | +35.7% | +27.7% |
| 1Y | +24.5% | -15.6% | +40.1% | +29.4% |
| 3Y | +157.1% | +19.3% | +137.8% | +139.2% |
| 5Y | +149.5% | +48.0% | +101.5% | +116.1% |
| All | +517.6% | +156.6% | +361.0% | +358.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling