+460.5%
SPMO vs FFIV
+118.6%
+341.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.7% |
| 7D | +6.3% | -0.5% | +6.9% | +6.6% |
| 30D | -8.9% | -32.4% | +23.5% | +3.0% |
| 3M | -13.2% | -25.7% | +12.5% | -5.6% |
| 6M | -9.3% | -13.5% | +4.2% | -6.7% |
| YTD | +11.6% | +21.1% | -9.6% | +0.4% |
| 1Y | +13.4% | +29.4% | -16.0% | -0.6% |
| 3Y | +122.9% | +94.9% | +28.0% | +64.7% |
| 5Y | +113.9% | +34.7% | +79.2% | +77.8% |
| All | +460.5% | +118.6% | +341.9% | +271.4% |
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