+114.1%
DT vs SPMO
+292.4%
-178.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | +3.0% | -1.9% | +5.0% | +4.4% |
| 3M | +26.5% | -1.4% | +27.9% | +24.4% |
| 6M | +35.9% | +25.5% | +10.4% | +3.0% |
| YTD | +17.8% | +24.8% | -7.0% | -10.4% |
| 1Y | +4.1% | +24.5% | -20.4% | -21.0% |
| 3Y | +5.3% | +157.1% | -151.8% | -65.2% |
| 5Y | -27.2% | +149.5% | -176.7% | -74.8% |
| All | +114.1% | +292.4% | -178.3% | -52.6% |
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