+151.5%
SPMO vs DRI
+68.4%
+83.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +2.7% | -4.8% | +7.5% | +4.1% |
| 30D | +1.1% | -3.9% | +5.0% | +2.0% |
| 3M | +2.0% | +5.1% | -3.0% | +0.1% |
| 6M | +26.5% | +5.5% | +21.0% | +23.6% |
| YTD | +26.5% | +16.5% | +10.0% | +19.4% |
| 1Y | +27.9% | +2.0% | +25.9% | +25.6% |
| 3Y | +160.4% | +54.5% | +105.9% | +118.6% |
| 5Y | +151.5% | +66.6% | +84.9% | +99.1% |
| All | +151.5% | +68.4% | +83.1% | +99.1% |
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