+485.0%
SPMO vs D
+54.0%
+431.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | -1.9% | +0.8% | -2.7% | -2.2% |
| 30D | -14.1% | +10.7% | -24.8% | -16.7% |
| 3M | -13.1% | +2.3% | -15.4% | -13.8% |
| 6M | -9.4% | +12.5% | -21.9% | -13.0% |
| YTD | +9.5% | +20.1% | -10.6% | +2.8% |
| 1Y | +10.5% | +15.6% | -5.0% | +4.8% |
| 3Y | +124.4% | +75.2% | +49.2% | +81.1% |
| 5Y | +110.5% | +14.6% | +95.9% | +97.0% |
| 10Y | +450.3% | +43.8% | +406.5% | +392.6% |
| All | +485.0% | +54.0% | +431.0% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling