+155.8%
SPMO vs VMC
+17.8%
+138.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.1% | -3.7% | +3.8% | +1.3% |
| 30D | -0.7% | -12.8% | +12.1% | +3.9% |
| 3M | +2.8% | -7.9% | +10.8% | +4.9% |
| 6M | +24.4% | -7.5% | +31.9% | +26.3% |
| YTD | +24.2% | -11.6% | +35.8% | +26.9% |
| 1Y | +24.5% | -14.3% | +38.7% | +28.6% |
| All | +155.8% | +17.8% | +138.0% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling