+27.9%
SPMO vs FGI
+93.3%
-65.3%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +2.7% | +14.7% | -12.0% | +2.6% |
| 30D | +1.1% | +67.0% | -65.9% | +0.1% |
| 3M | +2.0% | +31.0% | -29.0% | +1.1% |
| 6M | +26.5% | +126.8% | -100.3% | +23.8% |
| YTD | +26.5% | +35.6% | -9.1% | +24.3% |
| 1Y | +27.9% | +108.9% | -81.0% | +25.7% |
| All | +27.9% | +93.3% | -65.3% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling