+250.5%
FANG vs SPMO
+566.1%
-315.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.5% |
| 30D | +2.6% | -1.9% | +4.5% | +3.8% |
| 3M | +7.6% | -1.4% | +8.9% | +6.6% |
| 6M | +17.3% | +25.5% | -8.2% | -5.2% |
| YTD | +38.7% | +24.8% | +13.8% | +12.1% |
| 1Y | +51.6% | +24.5% | +27.1% | +22.3% |
| 3Y | +50.0% | +157.1% | -107.2% | -35.7% |
| 5Y | +237.6% | +149.5% | +88.1% | +49.9% |
| 10Y | +180.7% | +518.1% | -337.4% | -19.5% |
| All | +250.5% | +566.1% | -315.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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