+495.9%
SPMO vs DG
+131.8%
+364.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +6.3% | +0.3% | +6.1% | +6.3% |
| 30D | -8.9% | +3.2% | -12.1% | -9.4% |
| 3M | -13.2% | +10.4% | -23.6% | -14.7% |
| 6M | -9.3% | +33.2% | -42.4% | -13.7% |
| YTD | +11.6% | +3.0% | +8.6% | +10.0% |
| 1Y | +13.4% | +31.2% | -17.8% | +7.2% |
| 3Y | +122.9% | +21.8% | +101.1% | +105.8% |
| 5Y | +113.9% | -35.0% | +148.9% | +128.6% |
| 10Y | +460.5% | +106.0% | +354.5% | +403.4% |
| All | +495.9% | +131.8% | +364.2% | +425.0% |
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