+151.5%
SPMO vs FDS
-23.5%
+175.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.3% |
| 7D | +2.7% | -8.8% | +11.5% | +3.7% |
| 30D | +1.1% | -1.4% | +2.4% | +1.1% |
| 3M | +2.0% | +13.9% | -11.8% | -0.3% |
| 6M | +26.5% | +27.4% | -0.9% | +19.6% |
| YTD | +26.5% | -2.5% | +29.0% | +28.4% |
| 1Y | +27.9% | -23.8% | +51.7% | +40.4% |
| 3Y | +160.4% | -32.5% | +192.9% | +195.2% |
| 5Y | +151.5% | -23.2% | +174.7% | +189.0% |
| All | +151.5% | -23.5% | +175.0% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling