+391.1%
FERG vs SPMO
+575.0%
-183.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | +0.9% | +2.7% | -1.8% | -0.2% |
| 30D | -15.1% | +1.1% | -16.1% | -15.5% |
| 3M | -4.8% | +2.0% | -6.9% | -6.0% |
| 6M | -2.5% | +26.5% | -29.0% | -12.1% |
| YTD | +1.8% | +26.5% | -24.7% | -8.2% |
| 1Y | -0.3% | +27.9% | -28.3% | -10.5% |
| 3Y | +52.9% | +160.4% | -107.5% | +6.8% |
| 5Y | +69.3% | +151.5% | -82.2% | +18.2% |
| 10Y | +352.7% | +526.3% | -173.7% | +178.1% |
| All | +391.1% | +575.0% | -183.9% | +199.6% |
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 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