+514.3%
SPMO vs FFIV
+238.2%
+276.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.5% |
| 30D | -0.7% | -3.7% | +3.1% | +0.5% |
| 3M | +2.8% | +2.0% | +0.9% | +1.8% |
| 6M | +24.4% | +39.3% | -14.8% | +9.7% |
| YTD | +24.2% | +56.1% | -31.9% | +4.5% |
| 1Y | +24.5% | +22.0% | +2.5% | +13.8% |
| 3Y | +155.6% | +148.2% | +7.4% | +78.0% |
| 5Y | +148.2% | +96.3% | +51.9% | +84.1% |
| All | +514.3% | +238.2% | +276.2% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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