-26.7%
DT vs SPMO
+145.0%
-171.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.7% |
| 30D | +3.5% | -0.7% | +4.2% | +3.7% |
| 3M | +26.7% | +2.8% | +23.9% | +20.7% |
| 6M | +36.1% | +24.4% | +11.7% | +8.2% |
| YTD | +18.6% | +24.2% | -5.5% | -5.6% |
| 1Y | +7.9% | +24.5% | -16.6% | -14.7% |
| 3Y | +8.6% | +155.6% | -147.0% | -61.5% |
| 5Y | -26.7% | +148.2% | -174.9% | -72.6% |
| All | -26.7% | +145.0% | -171.6% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling