+526.3%
SPMO vs D
+34.1%
+492.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +1.1% | -2.1% | +3.1% | +1.7% |
| 3M | +2.0% | -0.7% | +2.8% | +2.1% |
| 6M | +26.5% | +5.6% | +21.0% | +23.7% |
| YTD | +26.5% | +14.6% | +11.9% | +20.4% |
| 1Y | +27.9% | +15.3% | +12.6% | +21.2% |
| 3Y | +160.4% | +59.1% | +101.3% | +115.0% |
| 5Y | +151.5% | +3.9% | +147.6% | +143.6% |
| 10Y | +526.3% | +38.5% | +487.8% | +467.5% |
| All | +526.3% | +34.1% | +492.3% | +467.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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