+573.2%
SPMO vs DRI
+398.7%
+174.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -0.4% | +3.8% | -4.2% | -1.3% |
| 3M | -1.9% | +13.0% | -14.9% | -5.0% |
| 6M | +25.0% | +8.3% | +16.7% | +22.1% |
| YTD | +26.0% | +20.6% | +5.4% | +19.7% |
| 1Y | +28.7% | +6.5% | +22.2% | +25.5% |
| 3Y | +160.9% | +53.7% | +107.2% | +131.4% |
| 5Y | +147.9% | +72.7% | +75.2% | +111.7% |
| 10Y | +518.9% | +363.2% | +155.8% | +348.3% |
| All | +573.2% | +398.7% | +174.5% | +386.9% |
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