+13.4%
SPMO vs FFIV
+28.7%
-15.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.0% |
| 7D | +6.3% | -0.5% | +6.9% | +6.5% |
| 30D | -8.9% | -32.4% | +23.5% | -3.3% |
| 3M | -13.2% | -25.7% | +12.5% | -10.0% |
| 6M | -9.3% | -13.5% | +4.2% | -8.1% |
| YTD | +11.6% | +21.1% | -9.6% | +6.7% |
| 1Y | +13.4% | +29.4% | -16.0% | +7.8% |
| All | +13.4% | +28.7% | -15.3% | +7.8% |
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