+11.5%
SPMO vs DD
+49.3%
-37.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.3% |
| 7D | -8.9% | +8.7% | -17.6% | -11.5% |
| 30D | -13.8% | +15.3% | -29.1% | -18.0% |
| 3M | -12.5% | +5.9% | -18.4% | -14.3% |
| 6M | -1.5% | +11.6% | -13.1% | -4.9% |
| YTD | +11.3% | +26.5% | -15.2% | +3.8% |
| 1Y | +11.5% | +35.4% | -23.9% | +2.6% |
| All | +11.5% | +49.3% | -37.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling