-80.9%
FIG vs SPMO
+29.7%
-110.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.3% |
| 7D | -14.5% | +2.7% | -17.2% | -14.0% |
| 30D | -13.3% | +1.1% | -14.4% | -13.1% |
| 3M | +7.4% | +2.0% | +5.4% | +5.1% |
| 6M | -27.8% | +26.5% | -54.3% | -40.0% |
| YTD | -41.1% | +26.5% | -67.6% | -51.1% |
| 1Y | -58.7% | +27.9% | -86.7% | -64.4% |
| All | -80.9% | +29.7% | -110.6% | -83.1% |
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