+573.2%
SPMO vs VMC
+203.5%
+369.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +1.3% |
| 7D | +2.0% | -4.3% | +6.3% | +3.2% |
| 30D | -0.4% | -8.2% | +7.9% | +1.9% |
| 3M | -1.9% | -7.0% | +5.2% | -0.4% |
| 6M | +25.0% | -10.8% | +35.8% | +28.3% |
| YTD | +26.0% | -7.4% | +33.4% | +27.5% |
| 1Y | +28.7% | -9.5% | +38.2% | +30.8% |
| 3Y | +160.9% | +20.5% | +140.4% | +143.6% |
| 5Y | +147.9% | +51.6% | +96.3% | +116.0% |
| 10Y | +518.9% | +150.0% | +368.9% | +366.8% |
| All | +573.2% | +203.5% | +369.7% | +404.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling