+495.9%
SPMO vs ED
+174.4%
+321.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +6.3% | +2.1% | +4.3% | +5.9% |
| 30D | -8.9% | +10.4% | -19.3% | -10.8% |
| 3M | -13.2% | +12.5% | -25.8% | -15.5% |
| 6M | -9.3% | +14.9% | -24.2% | -12.3% |
| YTD | +11.6% | +24.8% | -13.3% | +5.3% |
| 1Y | +13.4% | +23.8% | -10.5% | +7.1% |
| 3Y | +122.9% | +51.6% | +71.2% | +94.2% |
| 5Y | +113.9% | +86.4% | +27.5% | +72.6% |
| 10Y | +460.5% | +145.4% | +315.1% | +341.7% |
| All | +495.9% | +174.4% | +321.5% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling