+24.5%
SPMO vs FFIV
+26.0%
-1.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | -0.9% | +5.4% | -6.4% | -2.0% |
| 30D | -1.9% | -2.7% | +0.7% | -1.5% |
| 3M | -1.4% | +4.5% | -5.9% | -2.1% |
| 6M | +25.5% | +42.2% | -16.7% | +19.5% |
| YTD | +24.8% | +61.3% | -36.5% | +17.2% |
| 1Y | +24.5% | +23.0% | +1.4% | +20.4% |
| All | +24.5% | +26.0% | -1.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling