+573.2%
SPMO vs D
+48.6%
+524.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.6% |
| 30D | -0.4% | -2.6% | +2.2% | +0.4% |
| 3M | -1.9% | 0.0% | -1.9% | -2.1% |
| 6M | +25.0% | +7.4% | +17.7% | +21.8% |
| YTD | +26.0% | +15.9% | +10.2% | +19.8% |
| 1Y | +28.7% | +18.1% | +10.6% | +21.3% |
| 3Y | +160.9% | +58.4% | +102.5% | +117.8% |
| 5Y | +147.9% | +5.2% | +142.7% | +139.2% |
| 10Y | +518.9% | +35.9% | +483.1% | +461.7% |
| All | +573.2% | +48.6% | +524.7% | +508.1% |
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