+282.5%
DIA vs SPMO
+575.8%
-293.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.5% |
| 7D | +0.1% | +3.4% | -3.3% | -2.1% |
| 30D | -2.1% | +0.5% | -2.6% | -2.5% |
| 3M | +4.2% | +1.9% | +2.2% | +1.4% |
| 6M | +11.9% | +27.8% | -15.9% | -7.7% |
| YTD | +10.8% | +26.7% | -15.8% | -8.1% |
| 1Y | +17.5% | +28.9% | -11.4% | -3.9% |
| 3Y | +59.9% | +160.7% | -100.7% | -23.7% |
| 5Y | +64.1% | +150.2% | -86.0% | -19.7% |
| 10Y | +246.2% | +517.5% | -271.3% | -0.8% |
| All | +282.5% | +575.8% | -293.3% | +6.5% |
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