+11.5%
SPMO vs DRI
+34.0%
-22.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -6.0% | -0.6% |
| 7D | -8.9% | +6.5% | -15.4% | -8.6% |
| 30D | -13.8% | +16.4% | -30.2% | -13.4% |
| 3M | -12.5% | +13.6% | -26.2% | -12.1% |
| 6M | -1.5% | +22.0% | -23.5% | -1.7% |
| YTD | +11.3% | +29.3% | -18.0% | +11.0% |
| 1Y | +11.5% | +32.0% | -20.6% | +10.7% |
| All | +11.5% | +34.0% | -22.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling