+495.9%
SPMO vs DRI
+430.3%
+65.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.8% |
| 3M | -13.2% | +3.2% | -16.4% | -14.1% |
| 6M | -9.3% | +20.6% | -29.8% | -13.6% |
| YTD | +11.6% | +28.3% | -16.7% | +4.3% |
| 1Y | +13.4% | +34.5% | -21.2% | +4.7% |
| 3Y | +122.9% | +66.5% | +56.4% | +93.8% |
| 5Y | +113.9% | +79.6% | +34.3% | +80.9% |
| 10Y | +460.5% | +333.8% | +126.8% | +301.9% |
| All | +495.9% | +430.3% | +65.6% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling