+449.2%
SPMO vs FE
+110.9%
+338.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -14.2% | +4.3% | -18.6% | -15.4% |
| 3M | -12.7% | +0.4% | -13.1% | -12.9% |
| 6M | -9.6% | +6.9% | -16.5% | -11.8% |
| YTD | +9.3% | +8.0% | +1.3% | +6.0% |
| 1Y | +8.2% | +4.8% | +3.4% | +5.9% |
| 3Y | +119.4% | +49.0% | +70.4% | +88.0% |
| 5Y | +112.5% | +46.2% | +66.3% | +81.4% |
| 10Y | +449.2% | +120.9% | +328.3% | +349.2% |
| All | +449.2% | +110.9% | +338.3% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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