+150.5%
SPMO vs DBX
+11.7%
+138.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -0.9% | +2.1% | -3.0% | -1.4% |
| 30D | -1.9% | +5.7% | -7.7% | -3.2% |
| 3M | -1.4% | +31.8% | -33.2% | -7.6% |
| 6M | +25.5% | +37.5% | -12.0% | +15.3% |
| YTD | +24.8% | +27.9% | -3.1% | +16.8% |
| 1Y | +24.5% | +15.0% | +9.5% | +19.4% |
| 3Y | +157.1% | +27.2% | +130.0% | +132.4% |
| All | +150.5% | +11.7% | +138.8% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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