+495.9%
SPMO vs DAR
+387.3%
+108.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +6.3% | +11.6% | -5.2% | +4.2% |
| 30D | -8.9% | -10.2% | +1.4% | -7.0% |
| 3M | -13.2% | -14.8% | +1.6% | -10.8% |
| 6M | -9.3% | -10.1% | +0.8% | -7.9% |
| YTD | +11.6% | +55.5% | -44.0% | +1.5% |
| 1Y | +13.4% | +61.7% | -48.3% | +2.3% |
| 3Y | +122.9% | +37.2% | +85.7% | +100.5% |
| 5Y | +113.9% | -26.9% | +140.9% | +114.6% |
| 10Y | +460.5% | +314.4% | +146.1% | +301.9% |
| All | +495.9% | +387.3% | +108.6% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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