+50.4%
FERG vs SPMO
+155.8%
-105.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -2.6% | -0.9% | -1.6% | -2.0% |
| 30D | -8.9% | -1.9% | -7.0% | -7.9% |
| 3M | -2.0% | -1.4% | -0.7% | -2.1% |
| 6M | -3.2% | +25.5% | -28.7% | -18.9% |
| YTD | +1.5% | +24.8% | -23.3% | -14.7% |
| 1Y | +0.5% | +24.5% | -24.0% | -15.4% |
| 3Y | +50.4% | +157.1% | -106.7% | -25.6% |
| All | +50.4% | +155.8% | -105.4% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling