+460.5%
SPMO vs ED
+147.1%
+313.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | +6.3% | +2.1% | +4.3% | +5.9% |
| 30D | -8.9% | +10.4% | -19.3% | -11.0% |
| 3M | -13.2% | +12.5% | -25.8% | -15.6% |
| 6M | -9.3% | +14.9% | -24.2% | -12.5% |
| YTD | +11.6% | +24.8% | -13.3% | +4.9% |
| 1Y | +13.4% | +23.8% | -10.5% | +6.7% |
| 3Y | +122.9% | +51.6% | +71.2% | +92.0% |
| 5Y | +113.9% | +86.4% | +27.5% | +68.9% |
| All | +460.5% | +147.1% | +313.4% | +326.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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