+88.9%
DAL vs SPMO
+572.4%
-483.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +0.4% |
| 7D | +0.1% | +2.0% | -1.9% | -1.6% |
| 30D | -13.9% | -0.4% | -13.6% | -13.7% |
| 3M | +1.1% | -1.9% | +3.0% | +1.0% |
| 6M | +26.2% | +25.0% | +1.2% | +1.0% |
| YTD | +16.4% | +26.0% | -9.6% | -7.4% |
| 1Y | +33.9% | +28.7% | +5.2% | +4.5% |
| 3Y | +93.4% | +160.9% | -67.5% | -16.6% |
| 5Y | +106.4% | +147.9% | -41.6% | -6.7% |
| 10Y | +143.0% | +518.9% | -376.0% | -39.3% |
| All | +88.9% | +572.4% | -483.5% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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