+114.4%
SPMO vs DRI
+78.6%
+35.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +6.3% | +1.1% | +5.3% | +6.1% |
| 30D | -8.9% | +9.7% | -18.6% | -11.1% |
| 3M | -13.2% | +3.2% | -16.4% | -14.2% |
| 6M | -9.3% | +20.6% | -29.8% | -14.7% |
| YTD | +11.6% | +28.3% | -16.7% | +2.2% |
| 1Y | +13.4% | +34.5% | -21.2% | +2.1% |
| 3Y | +122.9% | +66.5% | +56.4% | +82.6% |
| All | +114.4% | +78.6% | +35.7% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling