+505.4%
SPMO vs FE
+134.8%
+370.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +1.8% | -0.4% | +2.2% | +1.9% |
| 30D | -10.0% | +3.6% | -13.6% | -10.9% |
| 3M | -9.4% | +0.3% | -9.7% | -9.6% |
| 6M | -7.7% | +6.4% | -14.1% | -9.6% |
| YTD | +13.3% | +8.1% | +5.2% | +10.2% |
| 1Y | +12.7% | +4.6% | +8.1% | +10.6% |
| 3Y | +127.5% | +49.1% | +78.4% | +98.3% |
| 5Y | +119.7% | +46.1% | +73.6% | +91.1% |
| 10Y | +469.5% | +122.7% | +346.7% | +378.5% |
| All | +505.4% | +134.8% | +370.7% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling