+160.6%
SPMO vs DG
+4.6%
+156.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.2% |
| 7D | +2.7% | -4.8% | +7.5% | +2.6% |
| 30D | +1.1% | +1.8% | -0.7% | +1.1% |
| 3M | +2.0% | +14.5% | -12.4% | +2.1% |
| 6M | +26.5% | -13.6% | +40.1% | +26.5% |
| YTD | +26.5% | -4.8% | +31.4% | +26.6% |
| 1Y | +27.9% | +21.6% | +6.4% | +28.2% |
| All | +160.6% | +4.6% | +156.0% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling