+573.2%
SPMO vs FDS
+108.2%
+465.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.5% |
| 7D | +2.0% | -1.9% | +3.9% | +2.5% |
| 30D | -0.4% | +9.0% | -9.4% | -3.0% |
| 3M | -1.9% | +18.9% | -20.7% | -8.2% |
| 6M | +25.0% | +35.1% | -10.1% | +10.4% |
| YTD | +26.0% | +5.5% | +20.5% | +21.0% |
| 1Y | +28.7% | -16.8% | +45.5% | +34.5% |
| 3Y | +160.9% | -28.1% | +189.0% | +186.0% |
| 5Y | +147.9% | -17.4% | +165.3% | +150.8% |
| 10Y | +518.9% | +85.4% | +433.5% | +367.6% |
| All | +573.2% | +108.2% | +465.0% | +405.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling