+115.1%
SPMO vs FGI
+1.5%
+113.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -8.7% | -7.0% | -1.8% | -8.7% |
| 30D | -18.7% | -4.2% | -14.5% | -18.7% |
| 3M | -16.4% | +55.6% | -72.0% | -17.0% |
| 6M | -11.9% | -3.2% | -8.7% | -12.4% |
| YTD | +4.9% | +29.1% | -24.2% | +3.7% |
| 1Y | +6.2% | +51.0% | -44.8% | +5.0% |
| 3Y | +115.1% | +1.5% | +113.6% | +118.1% |
| All | +115.1% | +1.5% | +113.6% | +118.1% |
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