-23.7%
FPS vs SPMO
+13.8%
-37.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +3.2% |
| 7D | +13.6% | +6.3% | +7.2% | +1.0% |
| 30D | -32.4% | -8.9% | -23.5% | -15.1% |
| 3M | -41.1% | -13.2% | -27.9% | -18.3% |
| 6M | -51.4% | -9.3% | -42.1% | -38.2% |
| All | -23.7% | +13.8% | -37.5% | -37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling