+169.9%
SPMO vs FGI
-69.8%
+239.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +3.4% | +5.2% | -1.8% | +3.3% |
| 30D | +0.5% | +65.2% | -64.7% | -0.9% |
| 3M | +1.9% | +30.2% | -28.3% | +0.7% |
| 6M | +27.8% | +87.8% | -60.0% | +24.5% |
| YTD | +26.7% | +32.5% | -5.8% | +23.9% |
| 1Y | +28.9% | +93.6% | -64.7% | +24.3% |
| 3Y | +160.7% | -2.6% | +163.3% | +153.9% |
| All | +169.9% | -69.8% | +239.7% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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