+0.7%
FPS vs SPMO
+26.7%
-26.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -2.4% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -22.6% | -0.7% | -21.9% | -21.3% |
| 3M | -45.1% | +2.8% | -47.9% | -48.0% |
| 6M | -17.8% | +24.4% | -42.3% | -44.6% |
| All | +0.7% | +26.7% | -26.0% | -36.6% |
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 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