+316.2%
FITB vs SPMO
+575.8%
-259.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | +2.8% | +3.4% | -0.6% | +0.1% |
| 30D | -4.5% | +0.5% | -5.0% | -5.0% |
| 3M | +5.7% | +1.9% | +3.7% | +1.8% |
| 6M | +17.1% | +27.8% | -10.7% | -8.5% |
| YTD | +18.3% | +26.7% | -8.3% | -6.9% |
| 1Y | +23.9% | +28.9% | -5.0% | -4.3% |
| 3Y | +131.1% | +160.7% | -29.6% | -9.3% |
| 5Y | +71.1% | +150.2% | -79.1% | -29.7% |
| 10Y | +283.9% | +517.5% | -233.6% | -19.5% |
| All | +316.2% | +575.8% | -259.6% | -19.4% |
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