+4,404.4%
DELL vs SPMO
+517.6%
+3,886.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.4% | +11.4% |
| 7D | +8.2% | -0.9% | +9.2% | +9.5% |
| 30D | +17.1% | -1.9% | +19.0% | +20.0% |
| 3M | +45.2% | -1.4% | +46.5% | +48.2% |
| 6M | +286.8% | +25.5% | +261.3% | +208.8% |
| YTD | +354.8% | +24.8% | +329.9% | +265.9% |
| 1Y | +358.3% | +24.5% | +333.8% | +271.3% |
| 3Y | +724.9% | +157.1% | +567.8% | +254.0% |
| 5Y | +1,193.7% | +149.5% | +1,044.2% | +472.1% |
| All | +4,404.4% | +517.6% | +3,886.8% | +1,105.6% |
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