+47.9%
DE vs SPMO
+29.9%
+17.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +10.0% | +2.0% | +8.0% | +9.5% |
| 30D | +13.3% | -0.4% | +13.7% | +13.4% |
| 3M | +17.5% | -1.9% | +19.4% | +18.3% |
| 6M | +13.6% | +25.0% | -11.5% | +6.5% |
| YTD | +49.8% | +26.0% | +23.8% | +40.2% |
| 1Y | +47.9% | +28.7% | +19.2% | +39.0% |
| All | +47.9% | +29.9% | +17.9% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling