+114.4%
SPMO vs DD
+67.2%
+47.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +6.3% | +5.0% | +1.4% | +4.4% |
| 30D | -8.9% | +19.7% | -28.6% | -15.0% |
| 3M | -13.2% | +7.2% | -20.4% | -15.7% |
| 6M | -9.3% | +1.0% | -10.3% | -10.0% |
| YTD | +11.6% | +29.1% | -17.5% | +0.3% |
| 1Y | +13.4% | +28.5% | -15.1% | +2.0% |
| 3Y | +122.9% | +89.4% | +33.4% | +65.6% |
| All | +114.4% | +67.2% | +47.1% | +64.9% |
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