+143.3%
DELL vs SPMO
+11.0%
+132.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -7.6% |
| 7D | -24.6% | -8.9% | -15.7% | -13.4% |
| 30D | -32.5% | -13.8% | -18.7% | -16.1% |
| 3M | -20.2% | -12.5% | -7.7% | -2.2% |
| 6M | +76.5% | -1.5% | +78.0% | +83.6% |
| YTD | +198.9% | +11.3% | +187.6% | +172.8% |
| 1Y | +143.3% | +11.5% | +131.9% | +123.5% |
| All | +143.3% | +11.0% | +132.4% | +123.5% |
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 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