+514.3%
SPMO vs ED
+109.0%
+405.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.1% | -1.9% | +1.9% | +0.5% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | +2.8% | 0.0% | +2.8% | +2.5% |
| 6M | +24.4% | -2.5% | +26.9% | +24.6% |
| YTD | +24.2% | +10.1% | +14.1% | +20.3% |
| 1Y | +24.5% | +13.6% | +10.9% | +19.3% |
| 3Y | +155.6% | +32.4% | +123.1% | +127.8% |
| 5Y | +148.2% | +69.9% | +78.3% | +99.8% |
| All | +514.3% | +109.0% | +405.3% | +388.5% |
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