-36.6%
DT vs SPMO
+114.1%
-150.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.8% |
| 7D | +3.1% | +6.3% | -3.2% | -1.0% |
| 30D | -29.5% | -8.9% | -20.7% | -25.2% |
| 3M | -11.7% | -13.2% | +1.5% | -3.8% |
| 6M | +29.0% | -9.3% | +38.3% | +32.7% |
| YTD | +3.4% | +11.6% | -8.2% | -11.8% |
| 1Y | -4.2% | +13.4% | -17.6% | -19.6% |
| 3Y | -12.8% | +122.9% | -135.7% | -65.3% |
| All | -36.6% | +114.1% | -150.7% | -73.2% |
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