+517.6%
SPMO vs DVA
+187.8%
+329.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | -1.4% | -10.9% | +9.6% | -0.1% |
| 6M | +25.5% | +17.3% | +8.2% | +20.5% |
| YTD | +24.8% | +59.8% | -35.0% | +12.4% |
| 1Y | +24.5% | +36.3% | -11.8% | +15.5% |
| 3Y | +157.1% | +88.6% | +68.5% | +118.1% |
| 5Y | +149.5% | +47.5% | +102.0% | +118.4% |
| All | +517.6% | +187.8% | +329.8% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling