+851.5%
DE vs SPMO
+517.6%
+333.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.7% |
| 7D | -2.6% | -0.9% | -1.6% | -2.0% |
| 30D | +9.0% | -1.9% | +10.9% | +10.3% |
| 3M | +19.1% | -1.4% | +20.5% | +18.9% |
| 6M | +14.4% | +25.5% | -11.1% | -5.2% |
| YTD | +45.9% | +24.8% | +21.1% | +21.2% |
| 1Y | +43.6% | +24.5% | +19.1% | +18.9% |
| 3Y | +75.9% | +157.1% | -81.3% | -21.4% |
| 5Y | +98.8% | +149.5% | -50.7% | -9.3% |
| All | +851.5% | +517.6% | +333.9% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling