+576.6%
SPMO vs DG
+119.8%
+456.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.1% |
| 7D | +3.4% | -2.5% | +5.8% | +3.7% |
| 30D | +0.5% | +1.0% | -0.5% | +0.3% |
| 3M | +1.9% | +20.3% | -18.4% | -1.3% |
| 6M | +27.8% | -11.7% | +39.6% | +29.6% |
| YTD | +26.7% | -2.3% | +29.0% | +26.2% |
| 1Y | +28.9% | +20.0% | +8.9% | +23.7% |
| 3Y | +160.7% | +7.2% | +153.4% | +147.4% |
| 5Y | +150.2% | -37.9% | +188.1% | +169.4% |
| 10Y | +517.5% | +107.3% | +410.2% | +459.4% |
| All | +576.6% | +119.8% | +456.8% | +502.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling