+573.2%
SPMO vs ED
+143.3%
+429.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -0.4% | -0.1% | -0.2% | -0.4% |
| 3M | -1.9% | +3.9% | -5.8% | -3.1% |
| 6M | +25.0% | -3.0% | +28.1% | +25.4% |
| YTD | +26.0% | +10.7% | +15.3% | +22.2% |
| 1Y | +28.7% | +13.3% | +15.3% | +23.7% |
| 3Y | +160.9% | +34.5% | +126.4% | +133.2% |
| 5Y | +147.9% | +67.1% | +80.8% | +104.2% |
| 10Y | +518.9% | +103.0% | +415.9% | +401.9% |
| All | +573.2% | +143.3% | +429.9% | +441.8% |
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