+150.2%
SPMO vs D
+8.5%
+141.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | +0.5% | -0.7% | +1.3% | +0.6% |
| 3M | +1.9% | +2.1% | -0.2% | +1.5% |
| 6M | +27.8% | +6.8% | +21.0% | +26.2% |
| YTD | +26.7% | +16.5% | +10.1% | +23.3% |
| 1Y | +28.9% | +19.2% | +9.7% | +24.8% |
| 3Y | +160.7% | +61.9% | +98.8% | +133.9% |
| 5Y | +150.2% | +6.5% | +143.6% | +153.8% |
| All | +150.2% | +8.5% | +141.6% | +153.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling