+573.2%
SPMO vs DG
+129.0%
+444.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +2.0% | +8.4% | -6.4% | +0.8% |
| 30D | -0.4% | +4.9% | -5.3% | -1.1% |
| 3M | -1.9% | +29.3% | -31.2% | -5.9% |
| 6M | +25.0% | -11.3% | +36.3% | +26.7% |
| YTD | +26.0% | +1.8% | +24.3% | +24.8% |
| 1Y | +28.7% | +25.3% | +3.3% | +22.7% |
| 3Y | +160.9% | +9.1% | +151.8% | +147.7% |
| 5Y | +147.9% | -34.9% | +182.8% | +164.9% |
| 10Y | +518.9% | +108.2% | +410.8% | +458.3% |
| All | +573.2% | +129.0% | +444.2% | +495.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling