+151.5%
SPMO vs ED
+66.4%
+85.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +1.1% | +1.9% | -0.9% | +1.1% |
| 3M | +2.0% | +1.9% | +0.2% | +1.9% |
| 6M | +26.5% | -2.3% | +28.8% | +26.6% |
| YTD | +26.5% | +10.9% | +15.6% | +25.5% |
| 1Y | +27.9% | +14.5% | +13.4% | +26.5% |
| 3Y | +160.4% | +33.4% | +127.0% | +144.7% |
| 5Y | +151.5% | +67.3% | +84.2% | +132.6% |
| All | +151.5% | +66.4% | +85.1% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling