+933.4%
DE vs SPMO
+575.0%
+358.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -3.0% | +2.7% | -5.7% | -4.8% |
| 30D | +11.1% | +1.1% | +10.1% | +10.2% |
| 3M | +17.6% | +2.0% | +15.6% | +14.6% |
| 6M | +13.6% | +26.5% | -12.9% | -5.9% |
| YTD | +46.3% | +26.5% | +19.7% | +20.9% |
| 1Y | +44.2% | +27.9% | +16.2% | +17.6% |
| 3Y | +76.6% | +160.4% | -83.8% | -20.1% |
| 5Y | +98.2% | +151.5% | -53.3% | -8.2% |
| 10Y | +863.5% | +526.3% | +337.2% | +148.6% |
| All | +933.4% | +575.0% | +358.4% | +156.5% |
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