+122.9%
SPMO vs FGI
-16.0%
+138.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -25.2% | +23.6% | -1.4% |
| 7D | +6.3% | -14.4% | +20.8% | +6.4% |
| 30D | -8.9% | -11.8% | +2.9% | -8.8% |
| 3M | -13.2% | -46.2% | +33.0% | -12.9% |
| 6M | -9.3% | +5.2% | -14.4% | -9.8% |
| YTD | +11.6% | +10.5% | +1.0% | +10.4% |
| 1Y | +13.4% | +25.5% | -12.1% | +12.2% |
| 3Y | +122.9% | -16.0% | +138.9% | +125.3% |
| All | +122.9% | -16.0% | +138.9% | +125.3% |
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