+150.5%
SPMO vs DD
+56.1%
+94.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | +0.4% |
| 30D | -1.9% | -11.7% | +9.7% | +2.7% |
| 3M | -1.4% | -9.2% | +7.9% | +2.1% |
| 6M | +25.5% | -7.2% | +32.7% | +28.6% |
| YTD | +24.8% | +6.6% | +18.2% | +21.0% |
| 1Y | +24.5% | +32.0% | -7.5% | +10.7% |
| 3Y | +157.1% | +42.1% | +115.0% | +115.7% |
| All | +150.5% | +56.1% | +94.4% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling