+24.5%
SPMO vs DRI
+1.2%
+23.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | +0.1% | -4.8% | +4.9% | +0.1% |
| 30D | -0.7% | -5.2% | +4.5% | -0.7% |
| 3M | +2.8% | +2.7% | +0.1% | +2.7% |
| 6M | +24.4% | +3.6% | +20.8% | +24.0% |
| YTD | +24.2% | +15.4% | +8.8% | +23.5% |
| 1Y | +24.5% | +1.3% | +23.2% | +22.3% |
| All | +24.5% | +1.2% | +23.2% | +22.3% |
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