-79.9%
FIG vs SPMO
+28.0%
-107.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.9% |
| 7D | -3.8% | -0.9% | -2.9% | -4.0% |
| 30D | -2.3% | -1.9% | -0.4% | -2.7% |
| 3M | +20.0% | -1.4% | +21.3% | +17.8% |
| 6M | -16.7% | +25.5% | -42.2% | -31.4% |
| YTD | -37.9% | +24.8% | -62.8% | -48.6% |
| 1Y | -58.5% | +24.5% | -83.0% | -64.9% |
| All | -79.9% | +28.0% | -107.9% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling