+161.9%
SPMO vs FGI
-4.4%
+166.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -6.0% | +1.5% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | -0.4% | +65.4% | -65.8% | -1.0% |
| 3M | -1.9% | +23.5% | -25.4% | -2.5% |
| 6M | +25.0% | +60.5% | -35.5% | +23.6% |
| YTD | +26.0% | +30.0% | -4.0% | +24.7% |
| 1Y | +28.7% | +82.1% | -53.4% | +27.5% |
| All | +161.9% | -4.4% | +166.3% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling