+106.1%
DAL vs SPMO
+459.7%
-353.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +0.8% |
| 7D | +8.8% | -8.7% | +17.5% | +17.2% |
| 30D | +5.4% | -18.7% | +24.1% | +25.3% |
| 3M | -4.9% | -16.4% | +11.5% | +10.3% |
| 6M | +19.8% | -11.9% | +31.7% | +29.9% |
| YTD | +27.0% | +4.9% | +22.1% | +17.7% |
| 1Y | +52.5% | +6.2% | +46.3% | +39.6% |
| 3Y | +173.8% | +115.1% | +58.7% | +38.6% |
| 5Y | +104.5% | +102.2% | +2.3% | +9.4% |
| 10Y | +129.7% | +422.3% | -292.6% | -33.6% |
| All | +106.1% | +459.7% | -353.6% | -42.7% |
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