+517.6%
SPMO vs DD
+66.6%
+451.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | +0.3% |
| 30D | -1.9% | -11.7% | +9.7% | +2.4% |
| 3M | -1.4% | -9.2% | +7.9% | +1.9% |
| 6M | +25.5% | -7.2% | +32.7% | +28.4% |
| YTD | +24.8% | +6.6% | +18.2% | +21.3% |
| 1Y | +24.5% | +32.0% | -7.5% | +11.6% |
| 3Y | +157.1% | +42.1% | +115.0% | +119.3% |
| 5Y | +149.5% | +58.1% | +91.4% | +101.5% |
| All | +517.6% | +66.6% | +451.0% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling