+575.8%
SPMO vs DVA
+150.9%
+425.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.4% |
| 7D | +2.7% | +2.0% | +0.7% | +2.4% |
| 30D | +1.1% | -0.4% | +1.4% | +1.1% |
| 3M | +2.0% | -7.7% | +9.7% | +2.7% |
| 6M | +26.5% | +20.0% | +6.6% | +21.2% |
| YTD | +26.5% | +61.1% | -34.6% | +14.0% |
| 1Y | +27.9% | +33.9% | -5.9% | +19.2% |
| 3Y | +160.4% | +91.5% | +68.8% | +121.0% |
| 5Y | +151.5% | +41.8% | +109.7% | +123.0% |
| 10Y | +526.3% | +187.5% | +338.8% | +356.9% |
| All | +575.8% | +150.9% | +425.0% | +393.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling