+563.4%
SPMO vs DGX
+352.5%
+210.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +0.1% | -3.5% | +3.5% | +1.0% |
| 30D | -0.7% | -2.7% | +2.0% | 0.0% |
| 3M | +2.8% | +13.9% | -11.1% | -1.1% |
| 6M | +24.4% | +16.0% | +8.4% | +18.7% |
| YTD | +24.2% | +34.9% | -10.8% | +12.9% |
| 1Y | +24.5% | +30.6% | -6.1% | +14.0% |
| 3Y | +155.6% | +93.0% | +62.6% | +102.8% |
| 5Y | +148.2% | +64.4% | +83.8% | +105.1% |
| 10Y | +514.8% | +248.1% | +266.7% | +299.5% |
| All | +563.4% | +352.5% | +210.9% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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